-63.7%
XYZ vs APA
+94.1%
-157.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.4% |
| 7D | -1.1% | +8.5% | -9.6% | -3.2% |
| 30D | +11.5% | +2.8% | +8.7% | +9.9% |
| 3M | +1.8% | +21.7% | -19.9% | -4.8% |
| 6M | +21.2% | +32.6% | -11.4% | +8.9% |
| YTD | +29.9% | +103.7% | -73.8% | -2.0% |
| 1Y | +35.8% | +101.8% | -66.0% | +2.2% |
| 3Y | +62.6% | +48.1% | +14.5% | +29.7% |
| All | -63.7% | +94.1% | -157.8% | -75.9% |
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 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