+1,001.8%
TER vs APA
+0.9%
+1,001.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.2% | +12.9% | +12.8% |
| 7D | -5.8% | -8.7% | +3.0% | -4.1% |
| 30D | -38.9% | -2.4% | -36.5% | -38.7% |
| 3M | -35.1% | +19.0% | -54.1% | -37.5% |
| 6M | -31.6% | +26.8% | -58.4% | -35.4% |
| YTD | +27.2% | +87.3% | -60.1% | +8.9% |
| 1Y | +35.2% | +92.3% | -57.1% | +14.9% |
| 3Y | +192.8% | +37.3% | +155.5% | +157.5% |
| 5Y | +72.4% | +73.2% | -0.8% | +41.3% |
| 10Y | +1,001.8% | -0.9% | +1,002.7% | +677.7% |
| All | +1,001.8% | +0.9% | +1,001.0% | +677.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling