+62.6%
XYZ vs APA
+45.9%
+16.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.6% |
| 7D | -1.1% | +8.5% | -9.6% | -2.1% |
| 30D | +11.5% | +2.8% | +8.7% | +10.7% |
| 3M | +1.8% | +21.7% | -19.9% | -1.8% |
| 6M | +21.2% | +32.6% | -11.4% | +14.5% |
| YTD | +29.9% | +103.7% | -73.8% | +7.5% |
| 1Y | +35.8% | +101.8% | -66.0% | +12.2% |
| 3Y | +62.6% | +48.1% | +14.5% | +34.9% |
| All | +62.6% | +45.9% | +16.6% | +34.9% |
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