-21.1%
LOW vs APA
+94.6%
-115.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +0.8% |
| 7D | -1.7% | +0.5% | -2.3% | -1.6% |
| 30D | -7.0% | +23.4% | -30.4% | -4.3% |
| 3M | -0.9% | +12.7% | -13.6% | +1.4% |
| 6M | -20.1% | +39.4% | -59.5% | -19.5% |
| YTD | -13.9% | +79.0% | -92.9% | -14.8% |
| 1Y | -21.1% | +88.8% | -110.0% | -21.6% |
| All | -21.1% | +94.6% | -115.8% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling