+12.0%
MSCI vs APA
+98.8%
-86.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.1% |
| 7D | +2.8% | -15.5% | +18.3% | +2.1% |
| 30D | +15.4% | +2.4% | +13.0% | +15.3% |
| 3M | +13.4% | +22.8% | -9.4% | +14.2% |
| 6M | +10.9% | +17.9% | -7.0% | +11.8% |
| YTD | +13.0% | +87.7% | -74.7% | +14.5% |
| 1Y | +12.0% | +94.2% | -82.2% | +13.5% |
| All | +12.0% | +98.8% | -86.8% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling