+18.9%
RF vs APA
+95.1%
-76.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.1% |
| 7D | -1.3% | +5.1% | -6.4% | -1.1% |
| 30D | +4.6% | +0.3% | +4.3% | +4.6% |
| 3M | -8.4% | +15.6% | -24.1% | -7.7% |
| 6M | +8.9% | +28.9% | -20.0% | +10.5% |
| YTD | +8.8% | +96.6% | -87.7% | +4.2% |
| 1Y | +18.9% | +95.5% | -76.6% | +13.8% |
| All | +18.9% | +95.1% | -76.2% | +13.8% |
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 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