+39,729.4%
LOW vs APA
+925.7%
+38,803.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.1% |
| 7D | +0.1% | +9.6% | -9.5% | -1.3% |
| 30D | +21.3% | -0.2% | +21.5% | +20.9% |
| 3M | +6.0% | +19.8% | -13.9% | +2.5% |
| 6M | +2.6% | +30.1% | -27.5% | -2.8% |
| YTD | -3.6% | +100.4% | -104.0% | -15.8% |
| 1Y | -1.0% | +105.2% | -106.2% | -13.9% |
| 3Y | +24.2% | +44.6% | -20.4% | +10.8% |
| 5Y | +6.3% | +88.8% | -82.5% | -12.9% |
| 10Y | +294.1% | +6.6% | +287.5% | +192.9% |
| All | +39,729.4% | +925.7% | +38,803.7% | +19,906.9% |
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 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