+46.0%
F vs APA
+5.6%
+40.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.6% | +1.9% |
| 7D | +5.3% | +0.5% | +4.8% | +5.2% |
| 30D | +4.6% | +23.4% | -18.8% | +1.4% |
| 3M | -3.7% | +12.7% | -16.4% | -5.5% |
| 6M | +16.8% | +39.4% | -22.6% | +7.5% |
| YTD | +15.3% | +79.0% | -63.7% | -0.7% |
| 1Y | +31.0% | +88.8% | -57.8% | +10.2% |
| All | +46.0% | +5.6% | +40.4% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling