+311.5%
SPY vs APA
-0.7%
+312.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.8% |
| 7D | +0.5% | -1.7% | +2.2% | +0.8% |
| 30D | -0.9% | +15.7% | -16.7% | -3.0% |
| 3M | +3.9% | +16.5% | -12.6% | +1.4% |
| 6M | +14.5% | +35.1% | -20.6% | +8.7% |
| YTD | +12.9% | +82.2% | -69.3% | +2.4% |
| 1Y | +19.4% | +102.5% | -83.1% | +6.1% |
| 3Y | +78.5% | +10.3% | +68.2% | +68.4% |
| 5Y | +81.8% | +166.1% | -84.4% | +47.7% |
| 10Y | +311.5% | -4.9% | +316.4% | +222.5% |
| All | +311.5% | -0.7% | +312.2% | +222.5% |
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