+29.8%
FITB vs APA
+91.9%
-62.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.2% |
| 7D | +0.5% | -5.5% | +6.0% | +0.2% |
| 30D | +7.0% | -1.2% | +8.2% | +6.9% |
| 3M | -4.4% | +10.6% | -14.9% | -3.7% |
| 6M | +11.6% | +28.4% | -16.9% | +13.1% |
| YTD | +18.6% | +89.7% | -71.1% | +12.1% |
| 1Y | +29.8% | +90.6% | -60.8% | +22.2% |
| All | +29.8% | +91.9% | -62.0% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling