+512.8%
F vs APA
+835.7%
-322.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.6% |
| 7D | +1.4% | -15.6% | +17.0% | +5.2% |
| 30D | +2.0% | -0.9% | +2.9% | +1.8% |
| 3M | -10.4% | +26.1% | -36.4% | -15.9% |
| 6M | +9.7% | +6.1% | +3.6% | +6.1% |
| YTD | -1.2% | +82.8% | -84.0% | -17.5% |
| 1Y | 0.0% | +106.5% | -106.4% | -19.2% |
| 3Y | +41.1% | +21.9% | +19.2% | +24.8% |
| 5Y | -11.4% | +69.7% | -81.1% | -30.1% |
| 10Y | +85.0% | 0.0% | +85.0% | +30.4% |
| All | +512.8% | +835.7% | -322.9% | +226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling