+2.6%
LOW vs APA
+29.9%
-27.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -1.2% |
| 7D | +0.1% | +9.6% | -9.5% | +2.8% |
| 30D | +21.3% | -0.2% | +21.5% | +21.4% |
| 3M | +6.0% | +19.8% | -13.9% | +12.0% |
| 6M | +2.6% | +30.1% | -27.5% | +12.8% |
| All | +2.6% | +29.9% | -27.3% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling