+53.9%
F vs APA
+156.4%
-102.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.6% | +2.2% |
| 7D | +5.3% | +0.5% | +4.8% | +5.1% |
| 30D | +4.6% | +23.4% | -18.8% | -0.9% |
| 3M | -3.7% | +12.7% | -16.4% | -7.1% |
| 6M | +16.8% | +39.4% | -22.6% | +3.7% |
| YTD | +15.3% | +79.0% | -63.7% | -5.7% |
| 1Y | +31.0% | +88.8% | -57.8% | +4.1% |
| 3Y | +45.4% | +6.4% | +39.1% | +33.7% |
| All | +53.9% | +156.4% | -102.4% | -3.6% |
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