+554.8%
MA vs APA
+0.9%
+553.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.3% | -8.7% | +8.4% | +1.0% |
| 30D | +11.3% | -2.4% | +13.7% | +11.5% |
| 3M | +16.7% | +19.0% | -2.3% | +12.9% |
| 6M | +32.8% | +26.8% | +6.0% | +26.6% |
| YTD | +15.6% | +87.3% | -71.7% | +2.3% |
| 1Y | +19.6% | +92.3% | -72.7% | +5.1% |
| 3Y | +72.1% | +37.3% | +34.8% | +55.1% |
| 5Y | +96.0% | +73.2% | +22.9% | +63.2% |
| 10Y | +554.8% | -0.9% | +555.6% | +340.7% |
| All | +554.8% | +0.9% | +553.9% | +340.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling