+171.0%
W vs APA
+45.9%
+125.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | +0.2% | +8.5% | -8.4% | -1.3% |
| 30D | +6.8% | +2.8% | +4.0% | +6.0% |
| 3M | +10.7% | +21.7% | -11.0% | +5.9% |
| 6M | +86.3% | +32.6% | +53.7% | +71.6% |
| YTD | +11.5% | +103.7% | -92.2% | -18.7% |
| 1Y | +5.1% | +101.8% | -96.7% | -23.6% |
| 3Y | +171.0% | +48.1% | +122.9% | +94.9% |
| All | +171.0% | +45.9% | +125.0% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling