+13.7%
O vs APA
+156.3%
-142.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.5% |
| 7D | -0.6% | -1.7% | +1.1% | -0.4% |
| 30D | -2.0% | +15.7% | -17.7% | -2.9% |
| 3M | +3.0% | +16.5% | -13.5% | +1.8% |
| 6M | -3.6% | +35.1% | -38.7% | -6.1% |
| YTD | +12.1% | +82.2% | -70.2% | +6.6% |
| 1Y | +8.9% | +102.5% | -93.6% | +2.6% |
| 3Y | +30.3% | +10.3% | +20.0% | +27.8% |
| 5Y | +13.7% | +166.1% | -152.4% | +1.2% |
| All | +13.7% | +156.3% | -142.6% | +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