+325.3%
IR vs APA
+11.7%
+313.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.3% | +0.8% |
| 7D | +3.7% | -15.5% | +19.2% | +7.4% |
| 30D | +7.4% | +2.4% | +5.1% | +6.5% |
| 3M | -5.9% | +22.8% | -28.7% | -10.9% |
| 6M | +5.6% | +17.9% | -12.4% | -0.1% |
| YTD | +4.8% | +87.7% | -82.8% | -12.6% |
| 1Y | +6.9% | +94.2% | -87.2% | -11.9% |
| 3Y | +27.6% | +27.2% | +0.3% | +11.8% |
| 5Y | +45.8% | +74.1% | -28.3% | +12.6% |
| All | +325.3% | +11.7% | +313.5% | +218.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling