-6.0%
U vs APA
+96.0%
-102.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +3.0% |
| 7D | +4.5% | -1.7% | +6.2% | +4.1% |
| 30D | -0.6% | +15.7% | -16.3% | +2.4% |
| 3M | +48.4% | +16.5% | +32.0% | +53.9% |
| 6M | +115.4% | +35.1% | +80.3% | +131.3% |
| YTD | -3.2% | +82.2% | -85.4% | +10.5% |
| 1Y | -6.0% | +102.5% | -108.5% | +11.6% |
| All | -6.0% | +96.0% | -102.0% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling