+48.4%
IR vs APA
+156.4%
-108.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.8% |
| 7D | -2.8% | +0.5% | -3.4% | -3.0% |
| 30D | -15.1% | +23.4% | -38.5% | -18.5% |
| 3M | +6.1% | +12.7% | -6.6% | +3.1% |
| 6M | -16.8% | +39.4% | -56.2% | -24.1% |
| YTD | -3.5% | +79.0% | -82.5% | -17.1% |
| 1Y | -3.5% | +88.8% | -92.3% | -18.8% |
| 3Y | +9.5% | +6.4% | +3.1% | +0.2% |
| All | +48.4% | +156.4% | -108.0% | +13.9% |
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