-37.8%
U vs APA
+317.3%
-355.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.0% |
| 7D | +4.4% | +0.3% | +4.1% | +4.3% |
| 30D | -1.3% | +9.3% | -10.6% | -3.0% |
| 3M | +49.6% | +23.3% | +26.2% | +42.8% |
| 6M | +100.2% | +39.5% | +60.7% | +84.2% |
| YTD | -3.7% | +87.6% | -91.3% | -17.6% |
| 1Y | -6.5% | +114.2% | -120.7% | -23.3% |
| 3Y | +12.9% | +13.6% | -0.7% | +1.7% |
| 5Y | -68.3% | +175.6% | -243.9% | -73.1% |
| All | -37.8% | +317.3% | -355.0% | -42.0% |
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