+3,121.8%
MAR vs APA
+307.5%
+2,814.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +0.2% | -8.7% | +9.0% | +2.3% |
| 30D | +14.0% | -2.4% | +16.4% | +14.2% |
| 3M | +18.1% | +19.0% | -0.9% | +12.2% |
| 6M | +18.6% | +26.8% | -8.2% | +9.9% |
| YTD | +35.3% | +87.3% | -52.1% | +11.5% |
| 1Y | +44.5% | +92.3% | -47.8% | +18.0% |
| 3Y | +120.7% | +37.3% | +83.5% | +87.7% |
| 5Y | +164.1% | +73.2% | +90.9% | +100.0% |
| 10Y | +515.5% | -0.9% | +516.4% | +313.1% |
| All | +3,121.8% | +307.5% | +2,814.3% | +1,487.7% |
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