+20.6%
ICE vs APA
+107.6%
-87.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.9% | +9.2% | +2.4% |
| 7D | +12.2% | -13.0% | +25.1% | +12.3% |
| 30D | +15.0% | +2.0% | +13.0% | +14.8% |
| 3M | +17.6% | +24.9% | -7.3% | +17.4% |
| 6M | +12.6% | +7.2% | +5.4% | +12.4% |
| YTD | +9.1% | +87.1% | -78.0% | +8.6% |
| 1Y | +20.6% | +107.2% | -86.6% | +19.1% |
| All | +20.6% | +107.6% | -87.0% | +19.1% |
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