+72.2%
V vs APA
+156.4%
-84.2%
-24.1%
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% | -0.6% |
| 7D | -1.7% | +0.5% | -2.3% | -1.8% |
| 30D | +2.0% | +23.4% | -21.4% | -0.6% |
| 3M | +17.4% | +12.7% | +4.7% | +15.4% |
| 6M | +17.5% | +39.4% | -21.9% | +11.9% |
| YTD | +7.6% | +79.0% | -71.4% | -1.1% |
| 1Y | +7.7% | +88.8% | -81.1% | -2.3% |
| 3Y | +54.7% | +6.4% | +48.3% | +48.7% |
| All | +72.2% | +156.4% | -84.2% | +38.1% |
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 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