Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • PM vs APA✓SelectedUSD · APAPM vs APA performance historyLatest closeAs of+1.21%09/08
Stock and ETF performance explorer

PM vs APA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+125.1%
APA return
+156.3%
Excess return
-31.2%
Maximum drawdown
-22.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioAPAExcessAlpha
1D+1.2%+1.8%-0.6%+1.1%
7D-1.3%-1.7%+0.4%-1.2%
30D-2.6%+15.7%-18.3%-3.2%
3M+5.8%+16.5%-10.7%+5.0%
6M+10.6%+35.1%-24.5%+8.8%
YTD+17.2%+82.2%-65.1%+13.5%
1Y+17.6%+102.5%-84.8%+13.2%
3Y+124.3%+10.3%+113.9%+123.9%
5Y+125.1%+166.1%-41.0%+103.4%
All+125.1%+156.3%-31.2%+103.4%

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 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