+13,824.2%
MA vs APA
-3.9%
+13,828.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.4% |
| 7D | -2.7% | +0.5% | -3.2% | -2.9% |
| 30D | +1.5% | +23.4% | -21.9% | -3.5% |
| 3M | +20.4% | +12.7% | +7.7% | +16.2% |
| 6M | +11.1% | +39.4% | -28.3% | +1.1% |
| YTD | +2.0% | +79.0% | -77.0% | -13.0% |
| 1Y | -2.2% | +88.8% | -91.0% | -18.3% |
| 3Y | +41.9% | +6.4% | +35.5% | +30.2% |
| 5Y | +75.4% | +153.0% | -77.6% | +21.2% |
| 10Y | +527.5% | +7.5% | +520.0% | +308.0% |
| All | +13,824.2% | -3.9% | +13,828.0% | +7,681.2% |
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 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