+202.8%
TER vs APA
+156.4%
+46.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.2% | +8.7% | +6.1% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | -8.3% | +23.4% | -31.7% | -12.6% |
| 3M | -12.2% | +12.7% | -24.9% | -15.1% |
| 6M | +17.1% | +39.4% | -22.3% | +4.4% |
| YTD | +84.7% | +79.0% | +5.7% | +52.9% |
| 1Y | +199.9% | +88.8% | +111.1% | +142.7% |
| 3Y | +232.8% | +6.4% | +226.4% | +194.6% |
| All | +202.8% | +156.4% | +46.5% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling