+365.7%
SE vs APA
+34.3%
+331.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.3% |
| 7D | +2.0% | -15.5% | +17.5% | +4.8% |
| 30D | -20.0% | +2.4% | -22.4% | -20.6% |
| 3M | -31.8% | +22.8% | -54.6% | -34.7% |
| 6M | -15.9% | +17.9% | -33.8% | -19.5% |
| YTD | -40.6% | +87.7% | -128.3% | -48.8% |
| 1Y | -50.7% | +94.2% | -144.9% | -57.8% |
| 3Y | +70.3% | +27.2% | +43.1% | +52.3% |
| 5Y | -78.8% | +74.1% | -153.0% | -82.2% |
| All | +365.7% | +34.3% | +331.4% | +255.4% |
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