+64.6%
MAR vs APA
+9.3%
+55.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.5% |
| 7D | -1.7% | -1.7% | 0.0% | -1.6% |
| 30D | -6.9% | +15.7% | -22.6% | -8.3% |
| 3M | -15.8% | +16.5% | -32.3% | -17.2% |
| 6M | +1.9% | +35.1% | -33.1% | -3.2% |
| YTD | +6.6% | +82.2% | -75.6% | -4.3% |
| 1Y | +23.7% | +102.5% | -78.8% | +8.1% |
| 3Y | +64.6% | +10.3% | +54.3% | +45.5% |
| All | +64.6% | +9.3% | +55.2% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling