+43.2%
TER vs APA
+107.6%
-64.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.9% | 0.0% | -8.5% |
| 7D | -19.9% | -13.0% | -6.9% | -22.6% |
| 30D | -43.5% | +2.0% | -45.5% | -42.8% |
| 3M | -37.8% | +24.9% | -62.7% | -32.9% |
| 6M | -25.6% | +7.2% | -32.7% | -22.3% |
| YTD | +29.8% | +87.1% | -57.3% | +35.3% |
| 1Y | +43.2% | +107.2% | -64.0% | +49.9% |
| All | +43.2% | +107.6% | -64.5% | +49.9% |
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 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