+2,593.6%
NDAQ vs APA
+139.6%
+2,454.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.4% | -0.3% |
| 7D | +0.8% | -15.5% | +16.3% | +4.1% |
| 30D | +16.5% | +2.4% | +14.1% | +15.6% |
| 3M | +13.5% | +22.8% | -9.3% | +8.1% |
| 6M | +20.9% | +17.9% | +3.0% | +15.4% |
| YTD | +11.4% | +87.7% | -76.3% | -4.7% |
| 1Y | +25.9% | +94.2% | -68.3% | +6.7% |
| 3Y | +119.9% | +27.2% | +92.6% | +95.6% |
| 5Y | +61.7% | +74.1% | -12.4% | +27.1% |
| 10Y | +481.6% | +2.6% | +479.0% | +305.8% |
| All | +2,593.6% | +139.6% | +2,454.0% | +1,575.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling