+894.6%
FIX vs APA
+68.3%
+826.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.3% | -9.3% | -11.2% |
| 7D | -27.2% | -15.6% | -11.7% | -25.3% |
| 30D | -46.9% | -0.9% | -46.0% | -46.9% |
| 3M | -44.4% | +26.1% | -70.5% | -46.6% |
| 6M | -50.9% | +6.1% | -57.0% | -51.8% |
| YTD | +3.5% | +82.8% | -79.3% | -10.1% |
| 1Y | -2.1% | +106.5% | -108.6% | -17.8% |
| 3Y | +418.7% | +21.9% | +396.9% | +364.4% |
| 5Y | +894.6% | +69.7% | +824.9% | +686.3% |
| All | +894.6% | +68.3% | +826.2% | +686.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling