+299.4%
TPR vs APA
+5.6%
+293.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.3% |
| 7D | -2.3% | +0.5% | -2.8% | -2.4% |
| 30D | -23.0% | +23.4% | -46.4% | -24.8% |
| 3M | -12.5% | +12.7% | -25.2% | -13.8% |
| 6M | -21.4% | +39.4% | -60.8% | -26.4% |
| YTD | -3.5% | +79.0% | -82.5% | -14.1% |
| 1Y | +17.4% | +88.8% | -71.5% | +2.5% |
| All | +299.4% | +5.6% | +293.8% | +267.8% |
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