+15.5%
MSCI vs APA
+91.9%
-76.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.7% |
| 7D | +2.7% | -5.5% | +8.2% | +2.4% |
| 30D | +16.2% | -1.2% | +17.4% | +16.0% |
| 3M | +17.1% | +10.6% | +6.5% | +17.4% |
| 6M | +13.0% | +28.4% | -15.4% | +14.1% |
| YTD | +15.8% | +89.7% | -74.0% | +17.2% |
| 1Y | +15.5% | +90.6% | -75.1% | +16.5% |
| All | +15.5% | +91.9% | -76.4% | +16.5% |
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