+416.5%
TPR vs APA
+24.2%
+392.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.7% | -1.2% |
| 7D | +14.2% | -15.5% | +29.7% | +15.7% |
| 30D | +17.1% | +2.4% | +14.7% | +16.4% |
| 3M | -17.7% | +22.8% | -40.5% | -19.9% |
| 6M | -10.2% | +17.9% | -28.1% | -12.4% |
| YTD | +4.9% | +87.7% | -82.8% | -7.3% |
| 1Y | +36.1% | +94.2% | -58.1% | +19.1% |
| 3Y | +416.5% | +27.2% | +389.2% | +394.2% |
| All | +416.5% | +24.2% | +392.3% | +394.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling