+618.6%
MSCI vs APA
-3.2%
+621.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.1% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | +0.6% | +23.4% | -22.8% | -2.4% |
| 3M | -7.1% | +12.7% | -19.8% | -8.9% |
| 6M | +0.8% | +39.4% | -38.6% | -4.6% |
| YTD | +1.0% | +79.0% | -78.0% | -8.0% |
| 1Y | +4.3% | +88.8% | -84.5% | -6.2% |
| 3Y | +9.9% | +6.4% | +3.6% | +4.6% |
| 5Y | -6.8% | +153.0% | -159.7% | -23.4% |
| All | +618.6% | -3.2% | +621.8% | +430.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling