+65.3%
T vs APA
-0.7%
+66.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.5% |
| 7D | -1.5% | -1.7% | +0.2% | -1.4% |
| 30D | +7.6% | +15.7% | -8.1% | +6.0% |
| 3M | +15.3% | +16.5% | -1.2% | +13.4% |
| 6M | -8.5% | +35.1% | -43.6% | -11.6% |
| YTD | +6.8% | +82.2% | -75.4% | 0.0% |
| 1Y | -7.2% | +102.5% | -109.7% | -14.4% |
| 3Y | +108.2% | +10.3% | +97.9% | +101.3% |
| 5Y | +66.1% | +166.1% | -100.1% | +41.1% |
| 10Y | +65.3% | -4.9% | +70.2% | +34.7% |
| All | +65.3% | -0.7% | +66.0% | +34.7% |
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