+948.1%
FIX vs APA
+71.7%
+876.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.6% | +2.8% | +5.0% |
| 7D | -17.5% | -15.5% | -1.9% | -15.2% |
| 30D | -41.6% | +2.4% | -44.0% | -41.8% |
| 3M | -40.6% | +22.8% | -63.4% | -42.7% |
| 6M | -49.4% | +17.9% | -67.3% | -51.1% |
| YTD | +9.2% | +87.7% | -78.5% | -5.6% |
| 1Y | +6.5% | +94.2% | -87.7% | -9.0% |
| 3Y | +448.7% | +27.2% | +421.5% | +387.6% |
| All | +948.1% | +71.7% | +876.4% | +730.2% |
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