-0.3%
SPOT vs APA
+107.6%
-107.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.9% | +11.5% | +4.9% |
| 7D | +16.6% | -13.0% | +29.5% | +17.4% |
| 30D | +29.9% | +2.0% | +28.0% | +29.6% |
| 3M | +31.3% | +24.9% | +6.4% | +30.0% |
| 6M | +43.2% | +7.2% | +36.1% | +42.4% |
| YTD | +8.1% | +87.1% | -79.0% | +2.9% |
| 1Y | -0.3% | +107.2% | -107.5% | -6.0% |
| All | -0.3% | +107.6% | -107.9% | -6.0% |
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