+62.5%
T vs APA
+8.7%
+53.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | +2.5% | +8.5% | -6.0% | +1.7% |
| 30D | -3.8% | +2.8% | -6.6% | -4.2% |
| 3M | -8.7% | +21.7% | -30.5% | -10.7% |
| 6M | -8.1% | +32.6% | -40.7% | -11.1% |
| YTD | -6.4% | +103.7% | -110.1% | -13.5% |
| 1Y | -9.8% | +101.8% | -111.6% | -16.6% |
| 3Y | +65.5% | +48.1% | +17.4% | +54.9% |
| 5Y | +57.0% | +91.9% | -34.9% | +38.9% |
| All | +62.5% | +8.7% | +53.8% | +31.9% |
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