+3,644.4%
FIX vs APA
+0.4%
+3,644.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.9% |
| 7D | -13.9% | -5.5% | -8.4% | -12.8% |
| 30D | -35.5% | -1.2% | -34.4% | -35.5% |
| 3M | -33.9% | +10.6% | -44.5% | -35.4% |
| 6M | -43.3% | +28.4% | -71.7% | -46.5% |
| YTD | +18.7% | +89.7% | -71.1% | +2.0% |
| 1Y | +13.8% | +90.6% | -76.8% | -2.6% |
| 3Y | +495.0% | +36.9% | +458.1% | +425.4% |
| 5Y | +1,049.0% | +83.2% | +965.8% | +819.7% |
| 10Y | +3,644.4% | -0.1% | +3,644.5% | +2,622.1% |
| All | +3,644.4% | +0.4% | +3,644.1% | +2,622.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling