+199.8%
TER vs APA
+94.6%
+105.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.2% | +8.6% | +4.9% |
| 7D | +0.6% | +0.5% | 0.0% | +0.7% |
| 30D | -8.3% | +23.4% | -31.7% | -4.9% |
| 3M | -12.2% | +12.7% | -24.9% | -9.7% |
| 6M | +17.0% | +39.4% | -22.4% | +14.6% |
| YTD | +84.6% | +79.0% | +5.6% | +72.7% |
| 1Y | +199.8% | +88.8% | +111.0% | +177.4% |
| All | +199.8% | +94.6% | +105.2% | +177.4% |
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