+39.4%
GM vs APA
+107.6%
-68.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.9% | +11.5% | +3.6% |
| 7D | +12.1% | -13.0% | +25.0% | +10.1% |
| 30D | +15.2% | +2.0% | +13.2% | +15.4% |
| 3M | +4.9% | +24.9% | -20.0% | +8.7% |
| 6M | +22.6% | +7.2% | +15.5% | +25.1% |
| YTD | +14.4% | +87.1% | -72.7% | +10.4% |
| 1Y | +39.4% | +107.2% | -67.7% | +34.3% |
| All | +39.4% | +107.6% | -68.2% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling