+20.3%
RF vs APA
+107.6%
-87.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.3% |
| 7D | +1.9% | +8.5% | -6.6% | +2.3% |
| 30D | +7.3% | +2.8% | +4.5% | +7.4% |
| 3M | -7.9% | +21.7% | -29.6% | -7.0% |
| 6M | +10.5% | +32.6% | -22.1% | +12.1% |
| YTD | +9.6% | +103.7% | -94.1% | +3.7% |
| 1Y | +20.3% | +101.8% | -81.5% | +13.8% |
| All | +20.3% | +107.6% | -87.3% | +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