+5,387.7%
O vs APA
+504.7%
+4,883.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.3% |
| 7D | -0.7% | +0.5% | -1.3% | -0.8% |
| 30D | -1.9% | +23.4% | -25.3% | -5.2% |
| 3M | +3.8% | +12.7% | -8.9% | +1.5% |
| 6M | -4.7% | +39.4% | -44.2% | -10.6% |
| YTD | +12.5% | +79.0% | -66.5% | +1.2% |
| 1Y | +10.8% | +88.8% | -78.0% | -1.7% |
| 3Y | +28.8% | +6.4% | +22.4% | +21.6% |
| 5Y | +13.2% | +153.0% | -139.8% | -12.2% |
| 10Y | +53.5% | +7.5% | +45.9% | +11.4% |
| All | +5,387.7% | +504.7% | +4,883.1% | +3,406.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling