+777.0%
FIX vs APA
+5.6%
+771.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.2% |
| 7D | +6.0% | +0.5% | +5.5% | +6.0% |
| 30D | -7.2% | +23.4% | -30.6% | -9.4% |
| 3M | -15.9% | +12.7% | -28.5% | -17.1% |
| 6M | +12.7% | +39.4% | -26.7% | +5.5% |
| YTD | +72.8% | +79.0% | -6.2% | +53.1% |
| 1Y | +122.9% | +88.8% | +34.1% | +92.9% |
| All | +777.0% | +5.6% | +771.4% | +680.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling