+58.8%
T vs APA
+0.4%
+58.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | +0.5% |
| 7D | +2.6% | -5.5% | +8.1% | +3.1% |
| 30D | -1.1% | -1.2% | +0.1% | -1.1% |
| 3M | -7.7% | +10.6% | -18.3% | -8.9% |
| 6M | -10.6% | +28.4% | -39.1% | -13.2% |
| YTD | -7.5% | +89.7% | -97.2% | -13.9% |
| 1Y | -7.4% | +90.6% | -98.0% | -13.9% |
| 3Y | +63.1% | +36.9% | +26.2% | +53.8% |
| 5Y | +55.2% | +83.2% | -28.0% | +37.9% |
| 10Y | +58.8% | -0.1% | +58.9% | +29.5% |
| All | +58.8% | +0.4% | +58.4% | +29.5% |
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