+539.2%
MAR vs APA
+4.1%
+535.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.5% |
| 7D | +1.0% | +5.1% | -4.0% | 0.0% |
| 30D | +16.2% | +0.3% | +15.9% | +15.7% |
| 3M | +23.1% | +15.6% | +7.4% | +18.5% |
| 6M | +22.0% | +28.9% | -6.9% | +13.7% |
| YTD | +39.2% | +96.6% | -57.4% | +15.8% |
| 1Y | +48.3% | +95.5% | -47.3% | +23.2% |
| 3Y | +123.4% | +41.8% | +81.6% | +91.9% |
| 5Y | +185.4% | +85.4% | +100.0% | +118.7% |
| 10Y | +539.2% | +4.5% | +534.6% | +286.3% |
| All | +539.2% | +4.1% | +535.0% | +286.3% |
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