+365.6%
NDAQ vs APA
-2.8%
+368.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.3% |
| 7D | -6.8% | +0.8% | -7.6% | -6.9% |
| 30D | -3.2% | +9.6% | -12.8% | -4.1% |
| 3M | +6.5% | +18.0% | -11.5% | +4.6% |
| 6M | +5.7% | +41.9% | -36.1% | +1.5% |
| YTD | -4.6% | +86.3% | -90.9% | -11.1% |
| 1Y | -1.6% | +97.9% | -99.4% | -9.1% |
| 3Y | +86.4% | +12.8% | +73.7% | +78.4% |
| 5Y | +50.3% | +177.2% | -126.9% | +30.2% |
| All | +365.6% | -2.8% | +368.4% | +275.0% |
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