+44.9%
IR vs APA
+94.1%
-49.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | +2.5% | +8.5% | -6.0% | +1.1% |
| 30D | +9.2% | +2.8% | +6.4% | +8.3% |
| 3M | +0.9% | +21.7% | -20.8% | -3.1% |
| 6M | +19.2% | +32.6% | -13.4% | +11.7% |
| YTD | +7.5% | +103.7% | -96.2% | -10.3% |
| 1Y | +11.7% | +101.8% | -90.1% | -6.8% |
| 3Y | +23.9% | +48.1% | -24.1% | +5.6% |
| All | +44.9% | +94.1% | -49.2% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling