+152.0%
GE vs APA
-1.1%
+153.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.8% | -3.5% |
| 7D | -1.2% | +0.3% | -1.6% | -1.4% |
| 30D | -11.3% | +9.3% | -20.6% | -13.1% |
| 3M | -1.4% | +23.3% | -24.7% | -6.7% |
| 6M | +1.2% | +39.5% | -38.3% | -8.5% |
| YTD | +5.9% | +87.6% | -81.7% | -11.1% |
| 1Y | +18.4% | +114.2% | -95.8% | -4.5% |
| 3Y | +271.0% | +13.6% | +257.4% | +234.4% |
| 5Y | +417.9% | +175.6% | +242.3% | +251.9% |
| 10Y | +152.0% | -2.6% | +154.6% | +61.6% |
| All | +152.0% | -1.1% | +153.1% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling