-24.7%
LOW vs APA
+111.4%
-136.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.1% |
| 7D | -2.6% | +0.8% | -3.4% | -2.5% |
| 30D | -11.1% | +9.6% | -20.8% | -10.0% |
| 3M | -8.5% | +18.0% | -26.5% | -5.9% |
| 6M | -20.8% | +41.9% | -62.7% | -20.1% |
| YTD | -17.2% | +86.3% | -103.5% | -18.5% |
| 1Y | -24.7% | +97.9% | -122.6% | -25.7% |
| All | -24.7% | +111.4% | -136.1% | -25.7% |
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