+6,352.9%
SO vs APA
+858.7%
+5,494.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -1.1% | -8.7% | +7.6% | -0.4% |
| 30D | +8.6% | -2.4% | +11.0% | +8.7% |
| 3M | +1.8% | +19.0% | -17.2% | +0.2% |
| 6M | +3.6% | +26.8% | -23.2% | +1.3% |
| YTD | +9.9% | +87.3% | -77.4% | +3.9% |
| 1Y | +5.7% | +92.3% | -86.6% | -0.4% |
| 3Y | +52.5% | +37.3% | +15.2% | +45.3% |
| 5Y | +77.3% | +73.2% | +4.1% | +62.3% |
| 10Y | +186.8% | -0.9% | +187.7% | +147.7% |
| All | +6,352.9% | +858.7% | +5,494.2% | +4,485.8% |
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