+2,105.4%
FIX vs APA
+156.4%
+1,949.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.4% |
| 7D | +6.0% | +0.5% | +5.5% | +5.9% |
| 30D | -7.2% | +23.4% | -30.6% | -10.6% |
| 3M | -15.9% | +12.7% | -28.5% | -18.0% |
| 6M | +12.7% | +39.4% | -26.7% | +3.9% |
| YTD | +72.8% | +79.0% | -6.2% | +50.4% |
| 1Y | +122.9% | +88.8% | +34.1% | +89.7% |
| 3Y | +774.3% | +6.4% | +768.0% | +705.8% |
| All | +2,105.4% | +156.4% | +1,949.1% | +1,449.1% |
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 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