+10.7%
O vs APA
+71.7%
-61.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | +3.7% | -15.5% | +19.2% | +4.7% |
| 30D | +11.2% | +2.4% | +8.8% | +10.9% |
| 3M | -4.0% | +22.8% | -26.8% | -5.4% |
| 6M | -5.2% | +17.9% | -23.2% | -6.6% |
| YTD | +9.5% | +87.7% | -78.2% | +3.8% |
| 1Y | +10.6% | +94.2% | -83.6% | +4.6% |
| 3Y | +38.1% | +27.2% | +10.9% | +33.7% |
| All | +10.7% | +71.7% | -61.0% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling