+55.3%
O vs APA
-1.1%
+56.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -1.9% |
| 7D | -2.3% | +0.3% | -2.6% | -2.3% |
| 30D | -2.4% | +9.3% | -11.8% | -3.6% |
| 3M | -0.6% | +23.3% | -23.9% | -3.4% |
| 6M | -5.0% | +39.5% | -44.5% | -9.7% |
| YTD | +10.4% | +87.6% | -77.2% | +0.7% |
| 1Y | +6.6% | +114.2% | -107.7% | -4.8% |
| 3Y | +28.4% | +13.6% | +14.8% | +22.0% |
| 5Y | +15.3% | +175.6% | -160.3% | -7.9% |
| 10Y | +55.3% | -2.6% | +58.0% | +1.4% |
| All | +55.3% | -1.1% | +56.4% | +1.4% |
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