+26.2%
MAR vs APA
+94.6%
-68.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | -0.2% |
| 7D | -4.2% | +0.5% | -4.7% | -4.1% |
| 30D | -6.7% | +23.4% | -30.1% | -4.3% |
| 3M | -12.5% | +12.7% | -25.2% | -10.8% |
| 6M | +0.6% | +39.4% | -38.8% | +1.7% |
| YTD | +9.1% | +79.0% | -69.8% | +8.9% |
| 1Y | +26.2% | +88.8% | -62.6% | +26.1% |
| All | +26.2% | +94.6% | -68.4% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling