+337.1%
IR vs APA
+19.3%
+317.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.2% |
| 7D | +4.2% | +9.6% | -5.4% | +2.1% |
| 30D | +8.1% | -0.2% | +8.3% | +7.8% |
| 3M | +0.7% | +19.8% | -19.2% | -4.0% |
| 6M | +16.6% | +30.1% | -13.5% | +8.0% |
| YTD | +7.8% | +100.4% | -92.7% | -11.5% |
| 1Y | +9.9% | +105.2% | -95.3% | -10.5% |
| 3Y | +25.2% | +44.6% | -19.4% | +6.5% |
| 5Y | +46.8% | +88.8% | -42.1% | +11.3% |
| All | +337.1% | +19.3% | +317.8% | +222.3% |
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