+19.3%
TPR vs APA
+107.6%
-88.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.9% | +10.4% | +2.2% |
| 7D | +12.6% | -13.0% | +25.6% | +9.9% |
| 30D | +7.1% | +2.0% | +5.2% | +7.5% |
| 3M | -19.4% | +24.9% | -44.3% | -15.6% |
| 6M | -9.7% | +7.2% | -16.9% | -8.7% |
| YTD | -1.0% | +87.1% | -88.1% | +9.3% |
| 1Y | +19.3% | +107.2% | -87.9% | +39.5% |
| All | +19.3% | +107.6% | -88.3% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling