-69.4%
U vs APA
+156.4%
-225.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.2% |
| 7D | -3.8% | +0.5% | -4.4% | -4.0% |
| 30D | +17.5% | +23.4% | -5.9% | +11.3% |
| 3M | +38.7% | +12.7% | +26.0% | +33.4% |
| 6M | +104.4% | +39.4% | +65.0% | +81.8% |
| YTD | -5.7% | +79.0% | -84.6% | -23.1% |
| 1Y | +3.7% | +88.8% | -85.1% | -18.4% |
| 3Y | +12.3% | +6.4% | +6.0% | +1.4% |
| All | -69.4% | +156.4% | -225.8% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling