+14.5%
FIX vs APA
+89.4%
-74.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.2% | +9.6% | +9.4% |
| 7D | -7.2% | -8.7% | +1.5% | -9.1% |
| 30D | -35.1% | -2.4% | -32.7% | -35.2% |
| 3M | -34.3% | +19.0% | -53.3% | -31.0% |
| 6M | -42.9% | +26.8% | -69.7% | -38.7% |
| YTD | +19.5% | +87.3% | -67.9% | +37.3% |
| All | +14.5% | +89.4% | -74.9% | +31.9% |
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 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