+53.8%
NDAQ vs APA
+156.3%
-102.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.1% |
| 7D | -2.6% | -1.7% | -0.9% | -2.4% |
| 30D | +0.5% | +15.7% | -15.3% | -1.2% |
| 3M | +9.9% | +16.5% | -6.5% | +7.8% |
| 6M | +8.2% | +35.1% | -26.9% | +3.5% |
| YTD | -1.5% | +82.2% | -83.7% | -9.6% |
| 1Y | +1.3% | +102.5% | -101.1% | -8.8% |
| 3Y | +92.6% | +10.3% | +82.3% | +82.3% |
| 5Y | +53.8% | +166.1% | -112.3% | +29.2% |
| All | +53.8% | +156.3% | -102.5% | +29.2% |
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