+26.6%
MAR vs APA
+107.8%
-81.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | +1.2% |
| 7D | -0.5% | +0.3% | -0.8% | -0.4% |
| 30D | -4.7% | +9.3% | -14.0% | -3.6% |
| 3M | -15.6% | +23.3% | -38.9% | -13.1% |
| 6M | +1.2% | +39.5% | -38.3% | +3.2% |
| YTD | +7.5% | +87.6% | -80.1% | +8.4% |
| 1Y | +26.6% | +114.2% | -87.6% | +28.3% |
| All | +26.6% | +107.8% | -81.2% | +28.3% |
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 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