+17,245.8%
MO vs APA
+942.5%
+16,303.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | +3.3% | +8.5% | -5.2% | +2.5% |
| 30D | +7.5% | +2.8% | +4.8% | +7.1% |
| 3M | +22.8% | +21.7% | +1.1% | +20.2% |
| 6M | +13.4% | +32.6% | -19.3% | +9.8% |
| YTD | +43.0% | +103.7% | -60.7% | +32.4% |
| 1Y | +45.2% | +101.8% | -56.6% | +34.5% |
| 3Y | +145.5% | +48.1% | +97.5% | +129.8% |
| 5Y | +157.1% | +91.9% | +65.2% | +129.2% |
| 10Y | +153.3% | +8.4% | +145.0% | +113.2% |
| All | +17,245.8% | +942.5% | +16,303.3% | +11,850.1% |
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