+2,498.9%
MAR vs APA
+289.2%
+2,209.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.9% |
| 7D | -4.2% | +0.5% | -4.7% | -4.3% |
| 30D | -6.7% | +23.4% | -30.1% | -11.7% |
| 3M | -12.5% | +12.7% | -25.2% | -15.8% |
| 6M | +0.6% | +39.4% | -38.8% | -9.6% |
| YTD | +9.1% | +79.0% | -69.8% | -8.4% |
| 1Y | +26.2% | +88.8% | -62.6% | +3.5% |
| 3Y | +68.2% | +6.4% | +61.8% | +53.1% |
| 5Y | +163.9% | +153.0% | +10.9% | +80.7% |
| 10Y | +420.6% | +7.5% | +413.0% | +241.4% |
| All | +2,498.9% | +289.2% | +2,209.7% | +1,203.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling