+345.2%
IR vs APA
+11.5%
+333.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +5.0% | -8.7% | +13.8% | +7.1% |
| 30D | +10.3% | -2.4% | +12.7% | +10.6% |
| 3M | -0.1% | +19.0% | -19.1% | -4.7% |
| 6M | +14.8% | +26.8% | -12.0% | +6.8% |
| YTD | +9.7% | +87.3% | -77.6% | -8.5% |
| 1Y | +12.2% | +92.3% | -80.1% | -7.3% |
| 3Y | +30.0% | +37.3% | -7.3% | +11.9% |
| 5Y | +46.8% | +73.2% | -26.4% | +13.6% |
| All | +345.2% | +11.5% | +333.7% | +233.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling