+1,872.1%
T vs APA
+815.8%
+1,056.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.2% | -1.6% |
| 7D | -1.3% | +0.5% | -1.8% | -1.3% |
| 30D | +11.4% | +23.4% | -12.0% | +8.6% |
| 3M | +14.3% | +12.7% | +1.6% | +12.5% |
| 6M | -9.3% | +39.4% | -48.7% | -13.2% |
| YTD | +7.1% | +79.0% | -71.8% | -0.7% |
| 1Y | -9.1% | +88.8% | -97.9% | -16.7% |
| 3Y | +105.3% | +6.4% | +99.0% | +97.2% |
| 5Y | +66.8% | +153.0% | -86.2% | +39.2% |
| 10Y | +66.8% | +7.5% | +59.2% | +35.2% |
| All | +1,872.1% | +815.8% | +1,056.3% | +1,254.7% |
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 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