+3,310.4%
V vs APA
-46.4%
+3,356.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.5% |
| 7D | +2.2% | -15.5% | +17.7% | +5.3% |
| 30D | +13.6% | +2.4% | +11.2% | +12.7% |
| 3M | +14.3% | +22.8% | -8.5% | +9.2% |
| 6M | +33.1% | +17.9% | +15.2% | +27.4% |
| YTD | +21.2% | +87.7% | -66.4% | +4.7% |
| 1Y | +26.4% | +94.2% | -67.8% | +8.2% |
| 3Y | +77.6% | +27.2% | +50.4% | +59.0% |
| 5Y | +102.6% | +74.1% | +28.5% | +61.5% |
| 10Y | +464.4% | +2.6% | +461.8% | +301.7% |
| All | +3,310.4% | -46.4% | +3,356.8% | +2,611.5% |
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