+1,057.8%
TER vs APA
+7.0%
+1,050.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.7% | -1.1% |
| 7D | +24.0% | +9.6% | +14.4% | +22.0% |
| 30D | -30.6% | -0.2% | -30.4% | -30.6% |
| 3M | -34.5% | +19.8% | -54.3% | -36.9% |
| 6M | -26.4% | +30.1% | -56.4% | -30.8% |
| YTD | +36.4% | +100.4% | -64.0% | +15.4% |
| 1Y | +47.4% | +105.2% | -57.8% | +23.9% |
| 3Y | +202.6% | +44.6% | +158.0% | +163.7% |
| 5Y | +83.9% | +88.8% | -4.9% | +48.4% |
| All | +1,057.8% | +7.0% | +1,050.8% | +706.4% |
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 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