+5,976.4%
SO vs APA
+815.8%
+5,160.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.5% |
| 7D | -0.2% | +0.5% | -0.7% | -0.2% |
| 30D | -4.6% | +23.4% | -28.0% | -6.2% |
| 3M | -3.0% | +12.7% | -15.7% | -4.1% |
| 6M | -8.3% | +39.4% | -47.7% | -11.0% |
| YTD | +3.5% | +79.0% | -75.4% | -1.7% |
| 1Y | -0.9% | +88.8% | -89.8% | -6.5% |
| 3Y | +45.4% | +6.4% | +39.0% | +41.5% |
| 5Y | +59.6% | +153.0% | -93.4% | +41.3% |
| 10Y | +156.6% | +7.5% | +149.1% | +119.7% |
| All | +5,976.4% | +815.8% | +5,160.6% | +4,239.7% |
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