+208.9%
W vs APA
+7.0%
+201.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.5% | -3.1% |
| 7D | -1.7% | +9.6% | -11.3% | -3.9% |
| 30D | +3.2% | -0.2% | +3.5% | +2.8% |
| 3M | +8.3% | +19.8% | -11.5% | +2.6% |
| 6M | +84.3% | +30.1% | +54.2% | +67.4% |
| YTD | +11.0% | +100.4% | -89.4% | -13.0% |
| 1Y | -0.2% | +105.2% | -105.4% | -22.7% |
| 3Y | +157.9% | +44.6% | +113.3% | +113.0% |
| 5Y | -56.8% | +88.8% | -145.6% | -67.7% |
| All | +208.9% | +7.0% | +201.9% | +91.2% |
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