+454.5%
V vs APA
+0.4%
+454.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | +0.6% | -5.5% | +6.2% | +1.3% |
| 30D | +9.7% | -1.2% | +10.9% | +9.7% |
| 3M | +17.3% | +10.6% | +6.7% | +15.3% |
| 6M | +33.2% | +28.4% | +4.8% | +27.7% |
| YTD | +21.3% | +89.7% | -68.4% | +9.1% |
| 1Y | +27.3% | +90.6% | -63.3% | +14.3% |
| 3Y | +76.1% | +36.9% | +39.2% | +61.1% |
| 5Y | +103.5% | +83.2% | +20.2% | +72.5% |
| 10Y | +454.5% | -0.1% | +454.6% | +291.2% |
| All | +454.5% | +0.4% | +454.1% | +291.2% |
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 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