+554.8%
XYZ vs APA
+19.7%
+535.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.6% | -3.7% |
| 7D | +12.6% | -5.5% | +18.2% | +13.8% |
| 30D | +10.8% | -1.2% | +12.0% | +10.5% |
| 3M | +8.4% | +10.6% | -2.2% | +4.8% |
| 6M | +14.3% | +28.4% | -14.1% | +5.5% |
| YTD | +31.5% | +89.7% | -58.3% | +8.3% |
| 1Y | +28.1% | +90.6% | -62.5% | +5.0% |
| 3Y | +66.2% | +36.9% | +29.3% | +42.2% |
| 5Y | -62.3% | +83.2% | -145.6% | -70.3% |
| 10Y | +634.6% | -0.1% | +634.7% | +417.0% |
| All | +554.8% | +19.7% | +535.0% | +304.1% |
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