-22.7%
U vs APA
+353.0%
-375.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +5.0% |
| 7D | +2.6% | +8.5% | -6.0% | +1.1% |
| 30D | +27.6% | +2.8% | +24.8% | +26.4% |
| 3M | +15.3% | +21.7% | -6.4% | +10.5% |
| 6M | +96.4% | +32.6% | +63.8% | +83.8% |
| YTD | +19.6% | +103.7% | -84.1% | +0.2% |
| 1Y | +42.1% | +101.8% | -59.7% | +19.1% |
| 3Y | +87.5% | +48.1% | +39.5% | +60.1% |
| 5Y | -73.1% | +91.9% | -165.0% | -77.4% |
| All | -22.7% | +353.0% | -375.8% | -29.4% |
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