+69.3%
W vs APA
+14.6%
+54.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.1% | +0.5% |
| 7D | -3.6% | -15.5% | +11.9% | -14.6% |
| 30D | +7.0% | +2.4% | +4.6% | +11.3% |
| 3M | +7.4% | +22.8% | -15.4% | +37.4% |
| 6M | +69.3% | +17.9% | +51.4% | +119.6% |
| All | +69.3% | +14.6% | +54.7% | +119.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling