+12,471.5%
FIX vs APA
+352.9%
+12,118.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.7% |
| 7D | +6.0% | +0.5% | +5.5% | +5.9% |
| 30D | -7.2% | +23.4% | -30.6% | -12.0% |
| 3M | -15.9% | +12.7% | -28.5% | -19.0% |
| 6M | +12.7% | +39.4% | -26.7% | +1.5% |
| YTD | +72.8% | +79.0% | -6.2% | +45.5% |
| 1Y | +122.9% | +88.8% | +34.1% | +83.2% |
| 3Y | +774.3% | +6.4% | +768.0% | +698.3% |
| 5Y | +2,049.5% | +153.0% | +1,896.5% | +1,392.3% |
| 10Y | +5,821.5% | +7.5% | +5,813.9% | +3,878.3% |
| All | +12,471.5% | +352.9% | +12,118.6% | +6,141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling