+82.7%
O vs APA
+0.4%
+82.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +3.5% | -5.5% | +9.1% | +4.2% |
| 30D | +10.4% | -1.2% | +11.6% | +10.4% |
| 3M | -2.4% | +10.6% | -13.0% | -3.9% |
| 6M | -1.2% | +28.4% | -29.6% | -4.9% |
| YTD | +10.4% | +89.7% | -79.3% | +0.3% |
| 1Y | +11.4% | +90.6% | -79.2% | +1.1% |
| 3Y | +40.4% | +36.9% | +3.5% | +29.8% |
| 5Y | +12.1% | +83.2% | -71.1% | -4.4% |
| 10Y | +82.7% | -0.1% | +82.8% | +19.1% |
| All | +82.7% | +0.4% | +82.4% | +19.1% |
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 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