+20.2%
RF vs APA
+89.4%
-69.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -0.1% | -8.7% | +8.6% | -0.5% |
| 30D | +7.0% | -2.4% | +9.4% | +6.9% |
| 3M | -7.0% | +19.0% | -26.0% | -6.1% |
| 6M | +6.8% | +26.8% | -20.0% | +8.2% |
| YTD | +9.9% | +87.3% | -77.4% | +5.0% |
| All | +20.2% | +89.4% | -69.2% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling