-15.8%
F vs APA
+71.7%
-87.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -1.3% |
| 7D | +1.6% | -15.5% | +17.1% | +5.1% |
| 30D | +2.6% | +2.4% | +0.3% | +1.6% |
| 3M | -8.8% | +22.8% | -31.6% | -13.9% |
| 6M | +4.6% | +17.9% | -13.3% | -1.1% |
| YTD | -1.9% | +87.7% | -89.6% | -20.8% |
| 1Y | -0.8% | +94.2% | -95.0% | -21.0% |
| 3Y | +43.5% | +27.2% | +16.3% | +24.6% |
| All | -15.8% | +71.7% | -87.5% | -40.0% |
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