+47.4%
TER vs APA
+107.6%
-60.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -5.1% |
| 7D | +14.4% | +8.5% | +5.8% | +16.2% |
| 30D | -30.6% | +2.8% | -33.3% | -30.1% |
| 3M | -39.2% | +21.7% | -60.9% | -35.7% |
| 6M | -31.3% | +32.6% | -63.9% | -24.9% |
| YTD | +29.1% | +103.7% | -74.6% | +27.7% |
| 1Y | +47.4% | +101.8% | -54.4% | +46.0% |
| All | +47.4% | +107.6% | -60.2% | +46.0% |
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