+91.9%
MO vs APA
+12.6%
+79.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.5% |
| 7D | -2.4% | +0.3% | -2.7% | -2.4% |
| 30D | +3.6% | +9.3% | -5.7% | +3.2% |
| 3M | -3.7% | +23.3% | -27.1% | -4.6% |
| 6M | +4.5% | +39.5% | -35.0% | +3.3% |
| YTD | +21.5% | +87.6% | -66.1% | +19.1% |
| 1Y | +9.5% | +114.2% | -104.7% | +7.0% |
| All | +91.9% | +12.6% | +79.3% | +98.2% |
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 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