+553.1%
MA vs APA
0.0%
+553.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.9% |
| 7D | +2.3% | -15.5% | +17.8% | +4.9% |
| 30D | +14.7% | +2.4% | +12.3% | +13.9% |
| 3M | +13.5% | +22.8% | -9.3% | +9.3% |
| 6M | +33.1% | +17.9% | +15.2% | +28.4% |
| YTD | +15.1% | +87.7% | -72.6% | +1.8% |
| 1Y | +18.7% | +94.2% | -75.5% | +4.2% |
| 3Y | +72.1% | +27.2% | +44.9% | +57.1% |
| 5Y | +92.8% | +74.1% | +18.7% | +60.4% |
| All | +553.1% | 0.0% | +553.0% | +338.9% |
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 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