+389.7%
TPR vs APA
+0.9%
+388.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.5% |
| 7D | +12.7% | -8.7% | +21.4% | +15.3% |
| 30D | +17.1% | -2.4% | +19.5% | +17.1% |
| 3M | -15.9% | +19.0% | -34.9% | -20.7% |
| 6M | +2.6% | +26.8% | -24.2% | -6.0% |
| YTD | +7.5% | +87.3% | -79.9% | -14.1% |
| 1Y | +32.9% | +92.3% | -59.4% | +5.0% |
| 3Y | +413.8% | +37.3% | +376.6% | +325.7% |
| 5Y | +263.9% | +73.2% | +190.7% | +163.5% |
| 10Y | +389.7% | -0.9% | +390.6% | +149.7% |
| All | +389.7% | +0.9% | +388.9% | +149.7% |
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 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