+5.6%
MSCI vs APA
+90.7%
-85.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.8% |
| 7D | -0.7% | +9.6% | -10.3% | -1.8% |
| 30D | +16.2% | -0.2% | +16.4% | +15.9% |
| 3M | +16.1% | +19.8% | -3.7% | +12.9% |
| 6M | +12.9% | +30.1% | -17.1% | +8.1% |
| YTD | +14.8% | +100.4% | -85.6% | +1.8% |
| 1Y | +13.8% | +105.2% | -91.4% | +0.3% |
| 3Y | +31.2% | +44.6% | -13.4% | +18.8% |
| 5Y | +5.6% | +88.8% | -83.3% | -13.2% |
| All | +5.6% | +90.7% | -85.2% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling