+763.1%
PM vs APA
-47.5%
+810.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.6% |
| 7D | -4.9% | +0.5% | -5.4% | -4.9% |
| 30D | -3.4% | +23.4% | -26.8% | -6.0% |
| 3M | +5.2% | +12.7% | -7.5% | +3.3% |
| 6M | +3.7% | +39.4% | -35.7% | -1.2% |
| YTD | +15.8% | +79.0% | -63.2% | +6.7% |
| 1Y | +17.4% | +88.8% | -71.5% | +6.9% |
| 3Y | +116.9% | +6.4% | +110.6% | +107.9% |
| 5Y | +117.3% | +153.0% | -35.7% | +77.3% |
| 10Y | +193.8% | +7.5% | +186.2% | +132.4% |
| All | +763.1% | -47.5% | +810.6% | +570.0% |
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