-13.5%
F vs APA
+88.6%
-102.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -1.0% |
| 7D | -2.1% | +5.1% | -7.2% | -3.2% |
| 30D | +3.3% | +0.3% | +3.0% | +2.8% |
| 3M | -11.3% | +15.6% | -27.0% | -14.9% |
| 6M | +5.3% | +28.9% | -23.6% | -2.4% |
| YTD | -2.2% | +96.6% | -98.8% | -21.8% |
| 1Y | -3.5% | +95.5% | -99.1% | -23.0% |
| 3Y | +49.5% | +41.8% | +7.7% | +26.0% |
| 5Y | -13.5% | +85.4% | -98.9% | -38.8% |
| All | -13.5% | +88.6% | -102.1% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling