+3.5%
W vs APA
+95.1%
-91.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +3.4% |
| 7D | -7.4% | +5.1% | -12.4% | -5.2% |
| 30D | +7.8% | +0.3% | +7.5% | +8.8% |
| 3M | +10.9% | +15.6% | -4.8% | +21.3% |
| 6M | +86.4% | +28.9% | +57.5% | +121.8% |
| YTD | +14.0% | +96.6% | -82.6% | +30.3% |
| 1Y | +3.5% | +95.5% | -92.0% | +17.6% |
| All | +3.5% | +95.1% | -91.6% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling