+163.6%
W vs APA
-36.4%
+200.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.7% | +3.3% |
| 7D | -4.2% | +0.5% | -4.7% | -4.4% |
| 30D | -7.6% | +23.4% | -31.0% | -12.7% |
| 3M | +37.2% | +12.7% | +24.5% | +30.8% |
| 6M | +26.3% | +39.4% | -13.1% | +11.1% |
| YTD | -1.0% | +79.0% | -79.9% | -19.2% |
| 1Y | +20.1% | +88.8% | -68.7% | -4.7% |
| 3Y | +37.8% | +6.4% | +31.4% | +24.0% |
| 5Y | -63.7% | +153.0% | -216.6% | -74.5% |
| 10Y | +156.3% | +7.5% | +148.8% | +59.5% |
| All | +163.6% | -36.4% | +200.0% | +74.4% |
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