+2,926.4%
V vs APA
-48.9%
+2,975.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.4% |
| 7D | -1.7% | +0.5% | -2.3% | -1.8% |
| 30D | +2.0% | +23.4% | -21.4% | -2.3% |
| 3M | +17.4% | +12.7% | +4.7% | +13.9% |
| 6M | +17.5% | +39.4% | -21.9% | +8.6% |
| YTD | +7.6% | +79.0% | -71.4% | -5.9% |
| 1Y | +7.7% | +88.8% | -81.1% | -7.5% |
| 3Y | +54.7% | +6.4% | +48.3% | +43.9% |
| 5Y | +73.0% | +153.0% | -79.9% | +27.0% |
| 10Y | +390.9% | +7.5% | +383.3% | +241.5% |
| All | +2,926.4% | -48.9% | +2,975.3% | +2,338.3% |
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