+8,486.3%
TPR vs APA
+168.9%
+8,317.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.3% | +9.3% | +7.8% |
| 7D | +13.9% | -15.6% | +29.4% | +19.4% |
| 30D | +14.9% | -0.9% | +15.8% | +14.5% |
| 3M | -15.4% | +26.1% | -41.5% | -22.3% |
| 6M | -4.5% | +6.1% | -10.6% | -8.6% |
| YTD | +6.0% | +82.8% | -76.9% | -16.5% |
| 1Y | +24.3% | +106.5% | -82.2% | -6.7% |
| 3Y | +412.8% | +21.9% | +390.9% | +332.1% |
| 5Y | +258.4% | +69.7% | +188.8% | +152.8% |
| 10Y | +396.8% | 0.0% | +396.8% | +203.6% |
| All | +8,486.3% | +168.9% | +8,317.4% | +3,380.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling