-10.5%
T vs APA
+107.8%
-118.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.7% | -1.9% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | +4.6% | +9.3% | -4.7% | +4.2% |
| 3M | +12.2% | +23.3% | -11.1% | +10.9% |
| 6M | -6.5% | +39.5% | -45.9% | -6.6% |
| YTD | +4.9% | +87.6% | -82.7% | +6.0% |
| 1Y | -10.5% | +114.2% | -124.7% | -8.1% |
| All | -10.5% | +107.8% | -118.3% | -8.1% |
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