+615.0%
F vs APA
+815.8%
-200.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.6% | +2.2% |
| 7D | +5.3% | +0.5% | +4.8% | +5.2% |
| 30D | +4.6% | +23.4% | -18.8% | -0.8% |
| 3M | -3.7% | +12.7% | -16.4% | -7.0% |
| 6M | +16.8% | +39.4% | -22.6% | +5.3% |
| YTD | +15.3% | +79.0% | -63.7% | -2.7% |
| 1Y | +31.0% | +88.8% | -57.8% | +8.2% |
| 3Y | +45.4% | +6.4% | +39.1% | +33.5% |
| 5Y | +54.7% | +153.0% | -98.3% | +11.6% |
| 10Y | +98.2% | +7.5% | +90.7% | +37.9% |
| All | +615.0% | +815.8% | -200.8% | +285.2% |
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 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