+1,593.1%
T vs APA
+858.7%
+734.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +1.7% | -8.7% | +10.4% | +2.7% |
| 30D | -1.7% | -2.4% | +0.7% | -1.6% |
| 3M | -7.3% | +19.0% | -26.3% | -9.5% |
| 6M | -11.2% | +26.8% | -38.0% | -14.1% |
| YTD | -8.1% | +87.3% | -95.4% | -15.4% |
| 1Y | -8.0% | +92.3% | -100.3% | -15.7% |
| 3Y | +62.1% | +37.3% | +24.9% | +50.8% |
| 5Y | +55.7% | +73.2% | -17.5% | +36.5% |
| 10Y | +54.1% | -0.9% | +55.0% | +26.3% |
| All | +1,593.1% | +858.7% | +734.3% | +1,053.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling