-10.1%
MSCI vs APA
+177.1%
-187.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.2% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -1.2% | +9.3% | -10.5% | -2.4% |
| 3M | -8.4% | +23.3% | -31.7% | -11.2% |
| 6M | -1.0% | +39.5% | -40.5% | -6.5% |
| YTD | -2.3% | +87.6% | -89.9% | -12.0% |
| 1Y | -1.2% | +114.2% | -115.4% | -13.5% |
| 3Y | +7.9% | +13.6% | -5.7% | +2.1% |
| 5Y | -10.1% | +175.6% | -185.6% | -26.7% |
| All | -10.1% | +177.1% | -187.1% | -26.7% |
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