+1,209.8%
MET vs APA
+210.8%
+999.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.6% |
| 7D | +1.2% | +0.5% | +0.6% | +0.9% |
| 30D | +1.4% | +23.4% | -22.0% | -5.7% |
| 3M | +17.7% | +12.7% | +5.0% | +12.0% |
| 6M | +35.0% | +39.4% | -4.4% | +17.6% |
| YTD | +26.3% | +79.0% | -52.7% | +0.6% |
| 1Y | +22.8% | +88.8% | -66.0% | -5.3% |
| 3Y | +65.9% | +6.4% | +59.6% | +47.9% |
| 5Y | +85.4% | +153.0% | -67.6% | +11.9% |
| 10Y | +253.7% | +7.5% | +246.2% | +105.5% |
| All | +1,209.8% | +210.8% | +999.0% | +571.5% |
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 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