+95.4%
NDAQ vs APA
+8.0%
+87.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.6% |
| 7D | -2.4% | +0.5% | -3.0% | -2.5% |
| 30D | +2.5% | +23.4% | -20.9% | +0.6% |
| 3M | +9.9% | +12.7% | -2.8% | +8.7% |
| 6M | +9.4% | +39.4% | -30.0% | +5.1% |
| YTD | +0.4% | +79.0% | -78.5% | -6.5% |
| 1Y | +4.0% | +88.8% | -84.8% | -4.3% |
| All | +95.4% | +8.0% | +87.5% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling