+128.5%
TLT vs APA
+176.5%
-48.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.5% | +0.3% |
| 7D | -1.0% | +5.1% | -6.1% | -0.7% |
| 30D | +3.7% | +0.3% | +3.4% | +3.8% |
| 3M | -0.8% | +15.6% | -16.4% | +0.4% |
| 6M | -3.6% | +28.9% | -32.5% | -1.4% |
| YTD | -3.9% | +96.6% | -100.5% | +1.6% |
| 1Y | -6.2% | +95.5% | -101.7% | -0.8% |
| 3Y | +4.2% | +41.8% | -37.7% | +8.9% |
| 5Y | -34.7% | +85.4% | -120.1% | -28.6% |
| 10Y | -11.8% | +4.5% | -16.4% | -0.4% |
| All | +128.5% | +176.5% | -48.0% | +199.6% |
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