+14,183.4%
TER vs APA
+815.8%
+13,367.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.2% | +8.7% | +6.3% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | -8.3% | +23.4% | -31.7% | -13.4% |
| 3M | -12.2% | +12.7% | -24.9% | -15.7% |
| 6M | +17.1% | +39.4% | -22.3% | +4.2% |
| YTD | +84.7% | +79.0% | +5.7% | +53.5% |
| 1Y | +199.9% | +88.8% | +111.1% | +144.2% |
| 3Y | +232.8% | +6.4% | +226.4% | +203.3% |
| 5Y | +198.6% | +153.0% | +45.6% | +107.2% |
| 10Y | +1,669.7% | +7.5% | +1,662.2% | +1,060.0% |
| All | +14,183.4% | +815.8% | +13,367.6% | +6,015.3% |
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