+277.0%
IR vs APA
+11.7%
+265.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.7% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | -15.0% | +9.3% | -24.4% | -16.9% |
| 3M | -0.4% | +23.3% | -23.8% | -6.0% |
| 6M | -15.0% | +39.5% | -54.5% | -23.3% |
| YTD | -7.1% | +87.6% | -94.7% | -22.2% |
| 1Y | -7.5% | +114.2% | -121.8% | -25.7% |
| 3Y | +6.3% | +13.6% | -7.3% | -4.0% |
| 5Y | +37.3% | +175.6% | -138.3% | -5.4% |
| All | +277.0% | +11.7% | +265.4% | +183.5% |
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 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