+75.8%
GM vs APA
+173.2%
-97.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.4% | +4.6% | -7.0% | -3.4% |
| 30D | -1.1% | +11.9% | -13.0% | -3.7% |
| 3M | +6.1% | +22.5% | -16.4% | +0.7% |
| 6M | +15.0% | +37.5% | -22.6% | +3.7% |
| YTD | +6.0% | +87.2% | -81.2% | -12.8% |
| 1Y | +47.1% | +101.4% | -54.3% | +17.4% |
| 3Y | +170.5% | +16.9% | +153.6% | +143.2% |
| All | +75.8% | +173.2% | -97.4% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling