-68.9%
XYZ vs APA
+156.4%
-225.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.2% |
| 7D | -1.0% | +0.5% | -1.5% | -1.2% |
| 30D | -1.7% | +23.4% | -25.1% | -7.9% |
| 3M | +16.7% | +12.7% | +4.1% | +11.4% |
| 6M | +26.9% | +39.4% | -12.6% | +10.2% |
| YTD | +27.1% | +79.0% | -51.8% | +1.0% |
| 1Y | +9.3% | +88.8% | -79.6% | -16.2% |
| 3Y | +42.3% | +6.4% | +35.9% | +28.6% |
| All | -68.9% | +156.4% | -225.2% | -79.5% |
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