+268.6%
GE vs APA
+24.2%
+244.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.6% |
| 7D | +7.1% | -15.5% | +22.6% | +7.4% |
| 30D | +6.5% | +2.4% | +4.1% | +6.1% |
| 3M | -13.6% | +22.8% | -36.4% | -14.7% |
| 6M | +6.0% | +17.9% | -12.0% | +4.7% |
| YTD | +5.4% | +87.7% | -82.3% | -4.6% |
| 1Y | +6.5% | +94.2% | -87.7% | -4.5% |
| 3Y | +268.6% | +27.2% | +241.4% | +223.6% |
| All | +268.6% | +24.2% | +244.4% | +223.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling