-48.8%
SE vs APA
+107.6%
-156.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.9% | +11.3% | +2.6% |
| 7D | +6.7% | -13.0% | +19.6% | +3.2% |
| 30D | -17.2% | +2.0% | -19.2% | -16.6% |
| 3M | -28.0% | +24.9% | -52.9% | -23.6% |
| 6M | -6.1% | +7.2% | -13.3% | -2.4% |
| YTD | -37.1% | +87.1% | -124.2% | -32.0% |
| 1Y | -48.8% | +107.2% | -155.9% | -44.3% |
| All | -48.8% | +107.6% | -156.4% | -44.3% |
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