+99.5%
U vs APA
+24.2%
+75.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +5.1% |
| 7D | +36.6% | -15.5% | +52.1% | +40.0% |
| 30D | +13.3% | +2.4% | +10.9% | +12.2% |
| 3M | +26.2% | +22.8% | +3.4% | +20.7% |
| 6M | +88.7% | +17.9% | +70.8% | +80.8% |
| YTD | +16.6% | +87.7% | -71.1% | -3.2% |
| 1Y | +29.0% | +94.2% | -65.2% | +5.4% |
| 3Y | +99.5% | +27.2% | +72.3% | +94.1% |
| All | +99.5% | +24.2% | +75.3% | +94.1% |
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 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