-24.7%
U vs APA
+317.4%
-342.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +5.0% |
| 7D | +36.6% | -15.5% | +52.1% | +40.4% |
| 30D | +13.3% | +2.4% | +10.9% | +12.3% |
| 3M | +26.2% | +22.8% | +3.4% | +20.5% |
| 6M | +88.7% | +17.9% | +70.8% | +80.4% |
| YTD | +16.6% | +87.7% | -71.1% | -0.8% |
| 1Y | +29.0% | +94.2% | -65.2% | +8.6% |
| 3Y | +99.5% | +27.2% | +72.3% | +75.1% |
| 5Y | -66.1% | +74.1% | -140.3% | -71.1% |
| All | -24.7% | +317.4% | -342.1% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling