+307.3%
SPY vs APA
+0.9%
+306.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | +0.1% | -8.7% | +8.8% | +1.2% |
| 30D | -3.3% | -2.4% | -0.9% | -3.2% |
| 3M | -2.4% | +19.0% | -21.4% | -5.0% |
| 6M | +2.6% | +26.8% | -24.2% | -1.4% |
| YTD | +11.2% | +87.3% | -76.1% | +0.2% |
| 1Y | +13.4% | +92.3% | -78.9% | +1.6% |
| 3Y | +79.9% | +37.3% | +42.6% | +64.4% |
| 5Y | +72.2% | +73.2% | -1.0% | +48.4% |
| 10Y | +307.3% | -0.9% | +308.2% | +217.2% |
| All | +307.3% | +0.9% | +306.5% | +217.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling