+8,630.0%
TER vs APA
+860.5%
+7,769.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | -0.1% | +1.9% |
| 7D | -20.5% | -15.5% | -5.0% | -17.0% |
| 30D | -47.0% | +2.4% | -49.4% | -47.4% |
| 3M | -43.3% | +22.8% | -66.1% | -46.6% |
| 6M | -42.9% | +17.9% | -60.8% | -46.2% |
| YTD | +12.9% | +87.7% | -74.8% | -7.7% |
| 1Y | +18.2% | +94.2% | -76.0% | -4.4% |
| 3Y | +151.8% | +27.2% | +124.6% | +119.2% |
| 5Y | +54.2% | +74.1% | -19.9% | +18.0% |
| 10Y | +908.2% | +2.6% | +905.6% | +572.6% |
| All | +8,630.0% | +860.5% | +7,769.5% | +3,579.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling