-46.2%
SE vs APA
+107.6%
-153.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.5% |
| 7D | -0.5% | +8.5% | -9.0% | +1.7% |
| 30D | -20.9% | +2.8% | -23.7% | -20.1% |
| 3M | -38.9% | +21.7% | -60.6% | -35.5% |
| 6M | -19.4% | +32.6% | -52.0% | -12.5% |
| YTD | -40.9% | +103.7% | -144.6% | -36.4% |
| 1Y | -46.2% | +101.8% | -148.0% | -42.2% |
| All | -46.2% | +107.6% | -153.8% | -42.2% |
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 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