+272.5%
RF vs APA
0.0%
+272.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.1% |
| 7D | -0.9% | -15.5% | +14.6% | +3.7% |
| 30D | +6.0% | +2.4% | +3.6% | +4.9% |
| 3M | -8.9% | +22.8% | -31.7% | -15.0% |
| 6M | +2.3% | +17.9% | -15.6% | -4.4% |
| YTD | +7.6% | +87.7% | -80.1% | -14.2% |
| 1Y | +21.2% | +94.2% | -73.0% | -4.7% |
| 3Y | +108.5% | +27.2% | +81.3% | +78.2% |
| 5Y | +43.2% | +74.1% | -30.9% | +4.3% |
| All | +272.5% | 0.0% | +272.5% | +123.7% |
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