-6.4%
T vs APA
+107.6%
-114.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.9% | +8.9% | +2.5% |
| 7D | +5.5% | -13.0% | +18.4% | +6.4% |
| 30D | -8.9% | +2.0% | -10.9% | -9.5% |
| 3M | -5.6% | +24.9% | -30.5% | -7.9% |
| 6M | -14.3% | +7.2% | -21.4% | -15.8% |
| YTD | -7.9% | +87.1% | -95.0% | -11.8% |
| 1Y | -6.4% | +107.2% | -113.6% | -9.8% |
| All | -6.4% | +107.6% | -114.1% | -9.8% |
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 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