+3,604.4%
FIX vs APA
+7.0%
+3,597.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -3.2% |
| 7D | +17.0% | +9.6% | +7.4% | +15.1% |
| 30D | -30.6% | -0.2% | -30.4% | -30.6% |
| 3M | -35.0% | +19.8% | -54.9% | -37.4% |
| 6M | -44.0% | +30.1% | -74.0% | -47.3% |
| YTD | +21.1% | +100.4% | -79.3% | +3.1% |
| 1Y | +16.3% | +105.2% | -88.9% | -1.8% |
| 3Y | +507.4% | +44.6% | +462.8% | +431.0% |
| 5Y | +1,052.1% | +88.8% | +963.3% | +817.4% |
| All | +3,604.4% | +7.0% | +3,597.4% | +2,559.9% |
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