+1,407.5%
RF vs APA
+835.7%
+571.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.1% | -1.5% |
| 7D | -1.6% | -15.6% | +14.0% | +2.8% |
| 30D | +5.0% | -0.9% | +5.9% | +4.9% |
| 3M | -10.0% | +26.1% | -36.1% | -16.4% |
| 6M | +3.3% | +6.1% | -2.8% | -0.4% |
| YTD | +7.9% | +82.8% | -74.9% | -12.0% |
| 1Y | +21.2% | +106.5% | -85.2% | -5.0% |
| 3Y | +105.8% | +21.9% | +83.9% | +79.8% |
| 5Y | +43.7% | +69.7% | -25.9% | +8.4% |
| 10Y | +289.4% | 0.0% | +289.4% | +164.5% |
| All | +1,407.5% | +835.7% | +571.8% | +772.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling