+2,327.9%
NDAQ vs APA
+128.5%
+2,199.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.2% |
| 7D | -2.4% | +0.5% | -3.0% | -2.6% |
| 30D | +2.5% | +23.4% | -20.9% | -2.1% |
| 3M | +9.9% | +12.7% | -2.8% | +6.6% |
| 6M | +9.4% | +39.4% | -30.0% | +0.6% |
| YTD | +0.4% | +79.0% | -78.5% | -12.8% |
| 1Y | +4.0% | +88.8% | -84.8% | -11.4% |
| 3Y | +94.4% | +6.4% | +88.0% | +80.2% |
| 5Y | +56.7% | +153.0% | -96.3% | +12.7% |
| 10Y | +375.3% | +7.5% | +367.7% | +221.3% |
| All | +2,327.9% | +128.5% | +2,199.4% | +1,432.0% |
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 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