+157.4%
GE vs APA
+0.4%
+157.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | +5.4% | -5.5% | +10.9% | +6.5% |
| 30D | +9.6% | -1.2% | +10.8% | +9.5% |
| 3M | -7.7% | +10.6% | -18.3% | -10.4% |
| 6M | +14.0% | +28.4% | -14.4% | +6.0% |
| YTD | +10.2% | +89.7% | -79.6% | -8.4% |
| 1Y | +8.9% | +90.6% | -81.7% | -9.8% |
| 3Y | +273.7% | +36.9% | +236.8% | +220.7% |
| 5Y | +410.2% | +83.2% | +327.0% | +284.5% |
| 10Y | +157.4% | -0.1% | +157.5% | +63.9% |
| All | +157.4% | +0.4% | +157.1% | +63.9% |
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