+131.2%
TLT vs APA
+151.7%
-20.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | -0.1% |
| 7D | -0.4% | +0.5% | -1.0% | -0.4% |
| 30D | -0.6% | +23.4% | -24.0% | +1.0% |
| 3M | -2.7% | +12.7% | -15.4% | -1.7% |
| 6M | -5.6% | +39.4% | -45.0% | -2.9% |
| YTD | -2.8% | +79.0% | -81.7% | +2.0% |
| 1Y | -1.4% | +88.8% | -90.3% | +4.1% |
| 3Y | -1.6% | +6.4% | -7.9% | +0.6% |
| 5Y | -33.8% | +153.0% | -186.8% | -25.7% |
| 10Y | -21.1% | +7.5% | -28.7% | -10.2% |
| All | +131.2% | +151.7% | -20.5% | +200.7% |
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