-3.5%
IR vs APA
+94.6%
-98.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.0% |
| 7D | -2.8% | +0.5% | -3.4% | -2.8% |
| 30D | -15.1% | +23.4% | -38.5% | -13.4% |
| 3M | +6.1% | +12.7% | -6.6% | +7.9% |
| 6M | -16.8% | +39.4% | -56.2% | -18.5% |
| YTD | -3.5% | +79.0% | -82.5% | -8.7% |
| 1Y | -3.5% | +88.8% | -92.3% | -8.1% |
| All | -3.5% | +94.6% | -98.1% | -8.1% |
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