+191.2%
TER vs APA
+45.9%
+145.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -5.6% |
| 7D | +14.4% | +8.5% | +5.8% | +12.9% |
| 30D | -30.6% | +2.8% | -33.3% | -30.9% |
| 3M | -39.2% | +21.7% | -60.9% | -41.3% |
| 6M | -31.3% | +32.6% | -63.9% | -35.2% |
| YTD | +29.1% | +103.7% | -74.6% | +3.0% |
| 1Y | +47.4% | +101.8% | -54.4% | +17.7% |
| 3Y | +191.2% | +48.1% | +143.2% | +128.8% |
| All | +191.2% | +45.9% | +145.3% | +128.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling