+122.9%
FIX vs APA
+94.6%
+28.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +1.3% |
| 7D | +6.0% | +0.5% | +5.5% | +6.2% |
| 30D | -7.2% | +23.4% | -30.6% | -3.3% |
| 3M | -15.9% | +12.7% | -28.5% | -13.2% |
| 6M | +12.7% | +39.4% | -26.7% | +18.3% |
| YTD | +72.8% | +79.0% | -6.2% | +85.2% |
| 1Y | +122.9% | +88.8% | +34.1% | +136.6% |
| All | +122.9% | +94.6% | +28.3% | +136.6% |
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 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