+77.5%
O vs APA
+7.0%
+70.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.8% |
| 7D | -0.4% | +9.6% | -10.0% | -1.5% |
| 30D | +8.3% | -0.2% | +8.5% | +8.1% |
| 3M | -4.0% | +19.8% | -23.8% | -6.4% |
| 6M | -2.6% | +30.1% | -32.7% | -6.4% |
| YTD | +9.9% | +100.4% | -90.5% | -0.8% |
| 1Y | +9.8% | +105.2% | -95.4% | -1.2% |
| 3Y | +39.7% | +44.6% | -4.9% | +28.3% |
| 5Y | +9.2% | +88.8% | -79.6% | -7.2% |
| All | +77.5% | +7.0% | +70.5% | +14.4% |
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