-62.2%
XYZ vs APA
+88.6%
-150.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.8% |
| 7D | -2.2% | +5.1% | -7.2% | -3.5% |
| 30D | +11.6% | +0.3% | +11.3% | +10.7% |
| 3M | +8.4% | +15.6% | -7.2% | +2.8% |
| 6M | +17.2% | +28.9% | -11.8% | +6.0% |
| YTD | +31.7% | +96.6% | -64.9% | +0.3% |
| 1Y | +30.1% | +95.5% | -65.5% | -1.4% |
| 3Y | +66.4% | +41.8% | +24.6% | +34.4% |
| 5Y | -62.2% | +85.4% | -147.6% | -74.6% |
| All | -62.2% | +88.6% | -150.7% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling