+441.9%
MAR vs APA
-1.1%
+443.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | +0.2% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -4.7% | +9.3% | -14.0% | -6.6% |
| 3M | -15.6% | +23.3% | -38.9% | -20.0% |
| 6M | +1.2% | +39.5% | -38.3% | -7.9% |
| YTD | +7.5% | +87.6% | -80.1% | -9.1% |
| 1Y | +26.6% | +114.2% | -87.6% | +2.9% |
| 3Y | +66.0% | +13.6% | +52.4% | +50.6% |
| 5Y | +154.1% | +175.6% | -21.5% | +76.8% |
| 10Y | +441.9% | -2.6% | +444.5% | +229.9% |
| All | +441.9% | -1.1% | +443.0% | +229.9% |
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