+73.1%
MA vs APA
+156.4%
-83.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.7% |
| 7D | -2.7% | +0.5% | -3.2% | -2.8% |
| 30D | +1.5% | +23.4% | -21.9% | -1.2% |
| 3M | +20.4% | +12.7% | +7.7% | +18.2% |
| 6M | +11.1% | +39.4% | -28.3% | +5.2% |
| YTD | +2.0% | +79.0% | -77.0% | -7.2% |
| 1Y | -2.2% | +88.8% | -91.0% | -12.1% |
| 3Y | +41.9% | +6.4% | +35.5% | +35.9% |
| All | +73.1% | +156.4% | -83.3% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling