+239.8%
RF vs APA
+0.4%
+239.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | +0.3% | -5.5% | +5.9% | +1.9% |
| 30D | +6.2% | -1.2% | +7.3% | +6.1% |
| 3M | -7.8% | +10.6% | -18.4% | -11.2% |
| 6M | +5.9% | +28.4% | -22.5% | -3.4% |
| YTD | +9.0% | +89.7% | -80.7% | -13.3% |
| 1Y | +19.3% | +90.6% | -71.3% | -5.6% |
| 3Y | +116.4% | +36.9% | +79.5% | +80.9% |
| 5Y | +46.0% | +83.2% | -37.2% | +4.8% |
| 10Y | +239.8% | -0.1% | +239.9% | +101.8% |
| All | +239.8% | +0.4% | +239.4% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling