+6,268.1%
SO vs APA
+860.5%
+5,407.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.3% |
| 7D | -1.5% | -15.5% | +14.0% | -0.2% |
| 30D | +8.1% | +2.4% | +5.7% | +7.8% |
| 3M | +0.2% | +22.8% | -22.6% | -1.6% |
| 6M | +0.4% | +17.9% | -17.6% | -1.3% |
| YTD | +8.5% | +87.7% | -79.2% | +2.5% |
| 1Y | +4.9% | +94.2% | -89.3% | -1.2% |
| 3Y | +47.9% | +27.2% | +20.7% | +41.8% |
| 5Y | +75.7% | +74.1% | +1.5% | +60.7% |
| 10Y | +178.0% | +2.6% | +175.4% | +139.3% |
| All | +6,268.1% | +860.5% | +5,407.6% | +4,424.9% |
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