+620.7%
GEV vs APA
+44.5%
+576.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.4% |
| 7D | +3.3% | +0.5% | +2.8% | +3.2% |
| 30D | -7.5% | +23.4% | -30.9% | -10.1% |
| 3M | -2.2% | +12.7% | -14.9% | -4.0% |
| 6M | +12.1% | +39.4% | -27.3% | +3.8% |
| YTD | +44.4% | +79.0% | -34.6% | +25.6% |
| 1Y | +57.7% | +88.8% | -31.2% | +33.7% |
| All | +620.7% | +44.5% | +576.3% | +522.7% |
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