+1,006.2%
TER vs APA
+0.4%
+1,005.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -8.9% | -5.5% | -3.3% | -7.9% |
| 30D | -39.1% | -1.2% | -37.9% | -39.0% |
| 3M | -32.8% | +10.6% | -43.3% | -34.3% |
| 6M | -31.7% | +28.4% | -60.2% | -35.7% |
| YTD | +26.9% | +89.7% | -62.8% | +8.4% |
| 1Y | +33.6% | +90.6% | -57.0% | +13.8% |
| 3Y | +181.5% | +36.9% | +144.6% | +147.7% |
| 5Y | +76.1% | +83.2% | -7.1% | +43.0% |
| 10Y | +1,006.2% | -0.1% | +1,006.3% | +678.8% |
| All | +1,006.2% | +0.4% | +1,005.8% | +678.8% |
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