+505.6%
MA vs APA
-0.7%
+506.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.3% | -1.7% |
| 7D | -1.8% | -1.7% | -0.1% | -1.5% |
| 30D | +1.4% | +15.7% | -14.3% | -1.1% |
| 3M | +17.7% | +16.5% | +1.3% | +14.4% |
| 6M | +9.7% | +35.1% | -25.4% | +3.2% |
| YTD | +0.5% | +82.2% | -81.7% | -10.4% |
| 1Y | -2.1% | +102.5% | -104.5% | -14.7% |
| 3Y | +40.1% | +10.3% | +29.8% | +31.4% |
| 5Y | +67.5% | +166.1% | -98.6% | +29.3% |
| 10Y | +505.6% | -4.9% | +510.5% | +314.2% |
| All | +505.6% | -0.7% | +506.3% | +314.2% |
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