+1,514.2%
RF vs APA
+815.8%
+698.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.8% |
| 7D | +1.3% | +0.5% | +0.8% | +1.1% |
| 30D | -3.6% | +23.4% | -27.0% | -9.4% |
| 3M | +8.1% | +12.7% | -4.6% | +3.5% |
| 6M | +11.5% | +39.4% | -27.9% | -0.9% |
| YTD | +15.6% | +79.0% | -63.4% | -4.7% |
| 1Y | +15.7% | +88.8% | -73.2% | -7.0% |
| 3Y | +86.9% | +6.4% | +80.5% | +70.3% |
| 5Y | +89.8% | +153.0% | -63.2% | +28.0% |
| 10Y | +344.7% | +7.5% | +337.1% | +197.1% |
| All | +1,514.2% | +815.8% | +698.4% | +844.8% |
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 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