+46.2%
RF vs APA
+69.9%
-23.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -0.1% | -8.7% | +8.6% | +1.9% |
| 30D | +7.0% | -2.4% | +9.4% | +7.3% |
| 3M | -7.0% | +19.0% | -26.0% | -11.5% |
| 6M | +6.8% | +26.8% | -20.0% | -0.7% |
| YTD | +9.9% | +87.3% | -77.4% | -9.9% |
| 1Y | +21.1% | +92.3% | -71.2% | -1.7% |
| 3Y | +119.6% | +37.3% | +82.4% | +87.2% |
| 5Y | +46.2% | +73.2% | -27.0% | +8.2% |
| All | +46.2% | +69.9% | -23.7% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling