+371.7%
TPR vs APA
+4.1%
+367.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.6% | -5.3% | -2.7% |
| 7D | +6.4% | +5.1% | +1.4% | +4.9% |
| 30D | +13.8% | +0.3% | +13.5% | +12.9% |
| 3M | -16.6% | +15.6% | -32.3% | -20.8% |
| 6M | +0.7% | +28.9% | -28.2% | -8.2% |
| YTD | +5.3% | +96.6% | -91.2% | -16.9% |
| 1Y | +32.4% | +95.5% | -63.2% | +4.2% |
| 3Y | +406.4% | +41.8% | +364.6% | +316.0% |
| 5Y | +227.9% | +85.4% | +142.5% | +132.8% |
| 10Y | +371.7% | +4.5% | +367.2% | +137.2% |
| All | +371.7% | +4.1% | +367.6% | +137.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling