+14,700.0%
MO vs APA
+832.5%
+13,867.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.9% | -1.2% |
| 7D | -2.0% | -1.7% | -0.3% | -1.9% |
| 30D | -0.3% | +15.7% | -16.0% | -1.8% |
| 3M | -2.9% | +16.5% | -19.4% | -4.6% |
| 6M | +5.8% | +35.1% | -29.3% | +2.2% |
| YTD | +22.0% | +82.2% | -60.2% | +14.4% |
| 1Y | +10.7% | +102.5% | -91.8% | +2.4% |
| 3Y | +94.4% | +10.3% | +84.1% | +87.4% |
| 5Y | +97.2% | +166.1% | -68.9% | +69.9% |
| 10Y | +103.0% | -4.9% | +107.8% | +73.0% |
| All | +14,700.0% | +832.5% | +13,867.5% | +10,223.8% |
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