+1.2%
SO vs APA
+96.0%
-94.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +1.0% |
| 7D | +1.0% | -1.7% | +2.7% | +1.0% |
| 30D | -3.2% | +15.7% | -18.9% | -3.4% |
| 3M | -1.7% | +16.5% | -18.2% | -2.1% |
| 6M | -7.2% | +35.1% | -42.3% | -7.7% |
| YTD | +4.6% | +82.2% | -77.7% | +3.4% |
| 1Y | +1.2% | +102.5% | -101.3% | +0.2% |
| All | +1.2% | +96.0% | -94.7% | +0.2% |
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