+476.5%
V vs APA
+7.0%
+469.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.3% | -1.4% |
| 7D | -0.4% | +9.6% | -10.0% | -1.6% |
| 30D | +6.3% | -0.2% | +6.5% | +6.1% |
| 3M | +17.2% | +19.8% | -2.7% | +13.9% |
| 6M | +29.2% | +30.1% | -0.8% | +23.7% |
| YTD | +20.8% | +100.4% | -79.6% | +7.8% |
| 1Y | +25.0% | +105.2% | -80.2% | +11.0% |
| 3Y | +75.3% | +44.6% | +30.7% | +59.1% |
| 5Y | +105.8% | +88.8% | +17.0% | +73.8% |
| All | +476.5% | +7.0% | +469.6% | +306.6% |
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 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