P1Data zarr-vs-API diff for AAPL
tolerance: 1e-06
summary: ok=435 soft=0 diff=0 missing=0 expect_differ=2

  ✓ company_name: Apple Inc.
  ✓ cum_sector: 252 rows identical
  ✓ cum_spy: 252 rows identical
  ✓ cum_stock: 252 rows identical
  ✓ cum_subsector: 252 rows identical
  ✓ cumulative_bench_lines_use_cfr: True
  ✓ dd_spy: 252 rows identical
  ✓ dd_stock: 252 rows identical
  ✓ l3_er_series: 252 rows identical
  ─ macro_correlations: API={'bitcoin': 0.34429587858448324, 'gold': None, 'oil': 0.12924439289262676, 'dxy': 0.14273634893553133, 'vix': -0.7744674258599716, 'ust10y2y': -0.16873338090093878} zarr={'vix': -0.6615101019295146, 'oil': 0.18020856876397778, 'gold': None, 'bitcoin': 0.26497010169344, 'dxy': 0.14391789502353333, 'ust10y2y': -0.17680692061514885}
  ✓ macro_window: 252d
  ✓ max_drawdown: -0.13798558712005615
  ✓ metrics.close_price: 258.899993896484
  ✓ metrics.date: 2026-04-08
  ✓ metrics.l1_mkt_beta: 0.973401010036469
  ✓ metrics.l1_mkt_er: 0.533074736595154
  ✓ metrics.l1_mkt_hr: -0.973401010036469
  ✓ metrics.l1_res_er: 0.466925293207169
  ✓ metrics.l2_mkt_er: 0.533074736595154
  ✓ metrics.l2_mkt_hr: -1.44042074680328
  ✓ metrics.l2_res_er: 0.464588612318039
  ✓ metrics.l2_sec_beta: -0.345650732517242
  ✓ metrics.l2_sec_er: 0.00233667227439582
  ✓ metrics.l2_sec_hr: 0.345650732517242
  ✓ metrics.l3_mkt_er: 0.533074736595154
  ✓ metrics.l3_mkt_hr: -1.70223224163055
  ✓ metrics.l3_res_er: 0.462565124034882
  ✓ metrics.l3_sec_er: 0.00233667227439582
  ✓ metrics.l3_sec_hr: 0.157907754182816
  ✓ metrics.l3_sub_beta: -0.198186635971069
  ✓ metrics.l3_sub_er: 0.00202350108884275
  ✓ metrics.l3_sub_hr: 0.198186635971069
  ✓ metrics.market_cap: 3834400997376
  ✓ metrics.stock_var: 0.000343765335856006
  ✓ metrics.ticker: AAPL
  ✓ metrics.vol_23d: 0.294327818317796
  ✓ rankings.1d_sector_er_l1.cohort: sector
  ✓ rankings.1d_sector_er_l1.metric: er_l1
  ✓ rankings.1d_sector_er_l1.window: 1d
  ✓ rankings.1d_sector_er_l2.cohort: sector
  ✓ rankings.1d_sector_er_l2.metric: er_l2
  ✓ rankings.1d_sector_er_l2.window: 1d
  ✓ rankings.1d_sector_er_l3.cohort: sector
  ✓ rankings.1d_sector_er_l3.metric: er_l3
  ✓ rankings.1d_sector_er_l3.window: 1d
  ✓ rankings.1d_sector_gross_return.cohort: sector
  ✓ rankings.1d_sector_gross_return.cohort_size: 392.0
  ✓ rankings.1d_sector_gross_return.metric: gross_return
  ✓ rankings.1d_sector_gross_return.rank_ordinal: 194.0
  ✓ rankings.1d_sector_gross_return.rank_percentile: 50.76530612244898
  ✓ rankings.1d_sector_gross_return.window: 1d
  ✓ rankings.1d_sector_mkt_cap.cohort: sector
  ✓ rankings.1d_sector_mkt_cap.cohort_size: 392.0
  ✓ rankings.1d_sector_mkt_cap.metric: mkt_cap
  ✓ rankings.1d_sector_mkt_cap.rank_ordinal: 2.0
  ✓ rankings.1d_sector_mkt_cap.rank_percentile: 99.74489795918367
  ✓ rankings.1d_sector_mkt_cap.window: 1d
  ✓ rankings.1d_sector_sector_residual.cohort: sector
  ✓ rankings.1d_sector_sector_residual.cohort_size: 392.0
  ✓ rankings.1d_sector_sector_residual.metric: sector_residual
  ✓ rankings.1d_sector_sector_residual.rank_ordinal: 67.0
  ✓ rankings.1d_sector_sector_residual.rank_percentile: 83.16326530612244
  ✓ rankings.1d_sector_sector_residual.window: 1d
  ✓ rankings.1d_sector_subsector_residual.cohort: sector
  ✓ rankings.1d_sector_subsector_residual.cohort_size: 392.0
  ✓ rankings.1d_sector_subsector_residual.metric: subsector_residual
  ✓ rankings.1d_sector_subsector_residual.rank_ordinal: 49.0
  ✓ rankings.1d_sector_subsector_residual.rank_percentile: 87.75510204081633
  ✓ rankings.1d_sector_subsector_residual.window: 1d
  ✓ rankings.1d_subsector_er_l1.cohort: subsector
  ✓ rankings.1d_subsector_er_l1.metric: er_l1
  ✓ rankings.1d_subsector_er_l1.window: 1d
  ✓ rankings.1d_subsector_er_l2.cohort: subsector
  ✓ rankings.1d_subsector_er_l2.metric: er_l2
  ✓ rankings.1d_subsector_er_l2.window: 1d
  ✓ rankings.1d_subsector_er_l3.cohort: subsector
  ✓ rankings.1d_subsector_er_l3.metric: er_l3
  ✓ rankings.1d_subsector_er_l3.window: 1d
  ✓ rankings.1d_subsector_gross_return.cohort: subsector
  ✓ rankings.1d_subsector_gross_return.cohort_size: 19.0
  ✓ rankings.1d_subsector_gross_return.metric: gross_return
  ✓ rankings.1d_subsector_gross_return.rank_ordinal: 13.0
  ✓ rankings.1d_subsector_gross_return.rank_percentile: 36.8421052631579
  ✓ rankings.1d_subsector_gross_return.window: 1d
  ✓ rankings.1d_subsector_mkt_cap.cohort: subsector
  ✓ rankings.1d_subsector_mkt_cap.cohort_size: 19.0
  ✓ rankings.1d_subsector_mkt_cap.metric: mkt_cap
  ✓ rankings.1d_subsector_mkt_cap.rank_ordinal: 1.0
  ✓ rankings.1d_subsector_mkt_cap.rank_percentile: 100.0
  ✓ rankings.1d_subsector_mkt_cap.window: 1d
  ✓ rankings.1d_subsector_sector_residual.cohort: subsector
  ✓ rankings.1d_subsector_sector_residual.cohort_size: 19.0
  ✓ rankings.1d_subsector_sector_residual.metric: sector_residual
  ✓ rankings.1d_subsector_sector_residual.rank_ordinal: 2.0
  ✓ rankings.1d_subsector_sector_residual.rank_percentile: 94.73684210526316
  ✓ rankings.1d_subsector_sector_residual.window: 1d
  ✓ rankings.1d_subsector_subsector_residual.cohort: subsector
  ✓ rankings.1d_subsector_subsector_residual.cohort_size: 19.0
  ✓ rankings.1d_subsector_subsector_residual.metric: subsector_residual
  ✓ rankings.1d_subsector_subsector_residual.rank_ordinal: 1.0
  ✓ rankings.1d_subsector_subsector_residual.rank_percentile: 100.0
  ✓ rankings.1d_subsector_subsector_residual.window: 1d
  ✓ rankings.1d_universe_er_l1.cohort: universe
  ✓ rankings.1d_universe_er_l1.metric: er_l1
  ✓ rankings.1d_universe_er_l1.window: 1d
  ✓ rankings.1d_universe_er_l2.cohort: universe
  ✓ rankings.1d_universe_er_l2.metric: er_l2
  ✓ rankings.1d_universe_er_l2.window: 1d
  ✓ rankings.1d_universe_er_l3.cohort: universe
  ✓ rankings.1d_universe_er_l3.metric: er_l3
  ✓ rankings.1d_universe_er_l3.window: 1d
  ✓ rankings.1d_universe_gross_return.cohort: universe
  ✓ rankings.1d_universe_gross_return.cohort_size: 2878.0
  ✓ rankings.1d_universe_gross_return.metric: gross_return
  ✓ rankings.1d_universe_gross_return.rank_ordinal: 1530.0
  ✓ rankings.1d_universe_gross_return.rank_percentile: 46.87282835302293
  ✓ rankings.1d_universe_gross_return.window: 1d
  ✓ rankings.1d_universe_mkt_cap.cohort: universe
  ✓ rankings.1d_universe_mkt_cap.cohort_size: 3725.0
  ✓ rankings.1d_universe_mkt_cap.metric: mkt_cap
  ✓ rankings.1d_universe_mkt_cap.rank_ordinal: 3.0
  ✓ rankings.1d_universe_mkt_cap.rank_percentile: 99.9463087248322
  ✓ rankings.1d_universe_mkt_cap.window: 1d
  ✓ rankings.1d_universe_sector_residual.cohort: universe
  ✓ rankings.1d_universe_sector_residual.cohort_size: 2878.0
  ✓ rankings.1d_universe_sector_residual.metric: sector_residual
  ✓ rankings.1d_universe_sector_residual.rank_ordinal: 494.0
  ✓ rankings.1d_universe_sector_residual.rank_percentile: 82.8700486448923
  ✓ rankings.1d_universe_sector_residual.window: 1d
  ✓ rankings.1d_universe_subsector_residual.cohort: universe
  ✓ rankings.1d_universe_subsector_residual.cohort_size: 2878.0
  ✓ rankings.1d_universe_subsector_residual.metric: subsector_residual
  ✓ rankings.1d_universe_subsector_residual.rank_ordinal: 261.0
  ✓ rankings.1d_universe_subsector_residual.rank_percentile: 90.96594857539958
  ✓ rankings.1d_universe_subsector_residual.window: 1d
  ✓ rankings.21d_sector_er_l1.cohort: sector
  ✓ rankings.21d_sector_er_l1.metric: er_l1
  ✓ rankings.21d_sector_er_l1.window: 21d
  ✓ rankings.21d_sector_er_l2.cohort: sector
  ✓ rankings.21d_sector_er_l2.metric: er_l2
  ✓ rankings.21d_sector_er_l2.window: 21d
  ✓ rankings.21d_sector_er_l3.cohort: sector
  ✓ rankings.21d_sector_er_l3.metric: er_l3
  ✓ rankings.21d_sector_er_l3.window: 21d
  ✓ rankings.21d_sector_gross_return.cohort: sector
  ✓ rankings.21d_sector_gross_return.cohort_size: 392.0
  ✓ rankings.21d_sector_gross_return.metric: gross_return
  ✓ rankings.21d_sector_gross_return.rank_ordinal: 197.0
  ✓ rankings.21d_sector_gross_return.rank_percentile: 50.0
  ✓ rankings.21d_sector_gross_return.window: 21d
  ✓ rankings.21d_sector_mkt_cap.cohort: sector
  ✓ rankings.21d_sector_mkt_cap.metric: mkt_cap
  ✓ rankings.21d_sector_mkt_cap.window: 21d
  ✓ rankings.21d_sector_sector_residual.cohort: sector
  ✓ rankings.21d_sector_sector_residual.cohort_size: 392.0
  ✓ rankings.21d_sector_sector_residual.metric: sector_residual
  ✓ rankings.21d_sector_sector_residual.rank_ordinal: 185.0
  ✓ rankings.21d_sector_sector_residual.rank_percentile: 53.06122448979591
  ✓ rankings.21d_sector_sector_residual.window: 21d
  ✓ rankings.21d_sector_subsector_residual.cohort: sector
  ✓ rankings.21d_sector_subsector_residual.cohort_size: 392.0
  ✓ rankings.21d_sector_subsector_residual.metric: subsector_residual
  ✓ rankings.21d_sector_subsector_residual.rank_ordinal: 205.0
  ✓ rankings.21d_sector_subsector_residual.rank_percentile: 47.95918367346938
  ✓ rankings.21d_sector_subsector_residual.window: 21d
  ✓ rankings.21d_subsector_er_l1.cohort: subsector
  ✓ rankings.21d_subsector_er_l1.metric: er_l1
  ✓ rankings.21d_subsector_er_l1.window: 21d
  ✓ rankings.21d_subsector_er_l2.cohort: subsector
  ✓ rankings.21d_subsector_er_l2.metric: er_l2
  ✓ rankings.21d_subsector_er_l2.window: 21d
  ✓ rankings.21d_subsector_er_l3.cohort: subsector
  ✓ rankings.21d_subsector_er_l3.metric: er_l3
  ✓ rankings.21d_subsector_er_l3.window: 21d
  ✓ rankings.21d_subsector_gross_return.cohort: subsector
  ✓ rankings.21d_subsector_gross_return.cohort_size: 19.0
  ✓ rankings.21d_subsector_gross_return.metric: gross_return
  ✓ rankings.21d_subsector_gross_return.rank_ordinal: 10.0
  ✓ rankings.21d_subsector_gross_return.rank_percentile: 52.63157894736843
  ✓ rankings.21d_subsector_gross_return.window: 21d
  ✓ rankings.21d_subsector_mkt_cap.cohort: subsector
  ✓ rankings.21d_subsector_mkt_cap.metric: mkt_cap
  ✓ rankings.21d_subsector_mkt_cap.window: 21d
  ✓ rankings.21d_subsector_sector_residual.cohort: subsector
  ✓ rankings.21d_subsector_sector_residual.cohort_size: 19.0
  ✓ rankings.21d_subsector_sector_residual.metric: sector_residual
  ✓ rankings.21d_subsector_sector_residual.rank_ordinal: 10.0
  ✓ rankings.21d_subsector_sector_residual.rank_percentile: 52.63157894736843
  ✓ rankings.21d_subsector_sector_residual.window: 21d
  ✓ rankings.21d_subsector_subsector_residual.cohort: subsector
  ✓ rankings.21d_subsector_subsector_residual.cohort_size: 19.0
  ✓ rankings.21d_subsector_subsector_residual.metric: subsector_residual
  ✓ rankings.21d_subsector_subsector_residual.rank_ordinal: 8.0
  ✓ rankings.21d_subsector_subsector_residual.rank_percentile: 63.1578947368421
  ✓ rankings.21d_subsector_subsector_residual.window: 21d
  ✓ rankings.21d_universe_er_l1.cohort: universe
  ✓ rankings.21d_universe_er_l1.metric: er_l1
  ✓ rankings.21d_universe_er_l1.window: 21d
  ✓ rankings.21d_universe_er_l2.cohort: universe
  ✓ rankings.21d_universe_er_l2.metric: er_l2
  ✓ rankings.21d_universe_er_l2.window: 21d
  ✓ rankings.21d_universe_er_l3.cohort: universe
  ✓ rankings.21d_universe_er_l3.metric: er_l3
  ✓ rankings.21d_universe_er_l3.window: 21d
  ✓ rankings.21d_universe_gross_return.cohort: universe
  ✓ rankings.21d_universe_gross_return.cohort_size: 2923.0
  ✓ rankings.21d_universe_gross_return.metric: gross_return
  ✓ rankings.21d_universe_gross_return.rank_ordinal: 1748.0
  ✓ rankings.21d_universe_gross_return.rank_percentile: 40.232637700992136
  ✓ rankings.21d_universe_gross_return.window: 21d
  ✓ rankings.21d_universe_mkt_cap.cohort: universe
  ✓ rankings.21d_universe_mkt_cap.metric: mkt_cap
  ✓ rankings.21d_universe_mkt_cap.window: 21d
  ✓ rankings.21d_universe_sector_residual.cohort: universe
  ✓ rankings.21d_universe_sector_residual.cohort_size: 2923.0
  ✓ rankings.21d_universe_sector_residual.metric: sector_residual
  ✓ rankings.21d_universe_sector_residual.rank_ordinal: 1638.0
  ✓ rankings.21d_universe_sector_residual.rank_percentile: 43.99589462880602
  ✓ rankings.21d_universe_sector_residual.window: 21d
  ✓ rankings.21d_universe_subsector_residual.cohort: universe
  ✓ rankings.21d_universe_subsector_residual.cohort_size: 2923.0
  ✓ rankings.21d_universe_subsector_residual.metric: subsector_residual
  ✓ rankings.21d_universe_subsector_residual.rank_ordinal: 1408.0
  ✓ rankings.21d_universe_subsector_residual.rank_percentile: 51.864522750598695
  ✓ rankings.21d_universe_subsector_residual.window: 21d
  ✓ rankings.252d_sector_er_l1.cohort: sector
  ✓ rankings.252d_sector_er_l1.metric: er_l1
  ✓ rankings.252d_sector_er_l1.window: 252d
  ✓ rankings.252d_sector_er_l2.cohort: sector
  ✓ rankings.252d_sector_er_l2.metric: er_l2
  ✓ rankings.252d_sector_er_l2.window: 252d
  ✓ rankings.252d_sector_er_l3.cohort: sector
  ✓ rankings.252d_sector_er_l3.metric: er_l3
  ✓ rankings.252d_sector_er_l3.window: 252d
  ✓ rankings.252d_sector_gross_return.cohort: sector
  ✓ rankings.252d_sector_gross_return.cohort_size: 392.0
  ✓ rankings.252d_sector_gross_return.metric: gross_return
  ✓ rankings.252d_sector_gross_return.rank_ordinal: 184.0
  ✓ rankings.252d_sector_gross_return.rank_percentile: 53.316326530612244
  ✓ rankings.252d_sector_gross_return.window: 252d
  ✓ rankings.252d_sector_mkt_cap.cohort: sector
  ✓ rankings.252d_sector_mkt_cap.metric: mkt_cap
  ✓ rankings.252d_sector_mkt_cap.window: 252d
  ✓ rankings.252d_sector_sector_residual.cohort: sector
  ✓ rankings.252d_sector_sector_residual.cohort_size: 392.0
  ✓ rankings.252d_sector_sector_residual.metric: sector_residual
  ✓ rankings.252d_sector_sector_residual.rank_ordinal: 128.0
  ✓ rankings.252d_sector_sector_residual.rank_percentile: 67.60204081632652
  ✓ rankings.252d_sector_sector_residual.window: 252d
  ✓ rankings.252d_sector_subsector_residual.cohort: sector
  ✓ rankings.252d_sector_subsector_residual.cohort_size: 392.0
  ✓ rankings.252d_sector_subsector_residual.metric: subsector_residual
  ✓ rankings.252d_sector_subsector_residual.rank_ordinal: 83.0
  ✓ rankings.252d_sector_subsector_residual.rank_percentile: 79.08163265306123
  ✓ rankings.252d_sector_subsector_residual.window: 252d
  ✓ rankings.252d_subsector_er_l1.cohort: subsector
  ✓ rankings.252d_subsector_er_l1.metric: er_l1
  ✓ rankings.252d_subsector_er_l1.window: 252d
  ✓ rankings.252d_subsector_er_l2.cohort: subsector
  ✓ rankings.252d_subsector_er_l2.metric: er_l2
  ✓ rankings.252d_subsector_er_l2.window: 252d
  ✓ rankings.252d_subsector_er_l3.cohort: subsector
  ✓ rankings.252d_subsector_er_l3.metric: er_l3
  ✓ rankings.252d_subsector_er_l3.window: 252d
  ✓ rankings.252d_subsector_gross_return.cohort: subsector
  ✓ rankings.252d_subsector_gross_return.cohort_size: 19.0
  ✓ rankings.252d_subsector_gross_return.metric: gross_return
  ✓ rankings.252d_subsector_gross_return.rank_ordinal: 14.0
  ✓ rankings.252d_subsector_gross_return.rank_percentile: 31.57894736842105
  ✓ rankings.252d_subsector_gross_return.window: 252d
  ✓ rankings.252d_subsector_mkt_cap.cohort: subsector
  ✓ rankings.252d_subsector_mkt_cap.metric: mkt_cap
  ✓ rankings.252d_subsector_mkt_cap.window: 252d
  ✓ rankings.252d_subsector_sector_residual.cohort: subsector
  ✓ rankings.252d_subsector_sector_residual.cohort_size: 19.0
  ✓ rankings.252d_subsector_sector_residual.metric: sector_residual
  ✓ rankings.252d_subsector_sector_residual.rank_ordinal: 6.0
  ✓ rankings.252d_subsector_sector_residual.rank_percentile: 73.6842105263158
  ✓ rankings.252d_subsector_sector_residual.window: 252d
  ✓ rankings.252d_subsector_subsector_residual.cohort: subsector
  ✓ rankings.252d_subsector_subsector_residual.cohort_size: 19.0
  ✓ rankings.252d_subsector_subsector_residual.metric: subsector_residual
  ✓ rankings.252d_subsector_subsector_residual.rank_ordinal: 5.0
  ✓ rankings.252d_subsector_subsector_residual.rank_percentile: 78.94736842105263
  ✓ rankings.252d_subsector_subsector_residual.window: 252d
  ✓ rankings.252d_universe_er_l1.cohort: universe
  ✓ rankings.252d_universe_er_l1.metric: er_l1
  ✓ rankings.252d_universe_er_l1.window: 252d
  ✓ rankings.252d_universe_er_l2.cohort: universe
  ✓ rankings.252d_universe_er_l2.metric: er_l2
  ✓ rankings.252d_universe_er_l2.window: 252d
  ✓ rankings.252d_universe_er_l3.cohort: universe
  ✓ rankings.252d_universe_er_l3.metric: er_l3
  ✓ rankings.252d_universe_er_l3.window: 252d
  ✓ rankings.252d_universe_gross_return.cohort: universe
  ✓ rankings.252d_universe_gross_return.cohort_size: 3206.0
  ✓ rankings.252d_universe_gross_return.metric: gross_return
  ✓ rankings.252d_universe_gross_return.rank_ordinal: 1349.0
  ✓ rankings.252d_universe_gross_return.rank_percentile: 57.95383655645665
  ✓ rankings.252d_universe_gross_return.window: 252d
  ✓ rankings.252d_universe_mkt_cap.cohort: universe
  ✓ rankings.252d_universe_mkt_cap.metric: mkt_cap
  ✓ rankings.252d_universe_mkt_cap.window: 252d
  ✓ rankings.252d_universe_sector_residual.cohort: universe
  ✓ rankings.252d_universe_sector_residual.cohort_size: 3206.0
  ✓ rankings.252d_universe_sector_residual.metric: sector_residual
  ✓ rankings.252d_universe_sector_residual.rank_ordinal: 1151.0
  ✓ rankings.252d_universe_sector_residual.rank_percentile: 64.12975670617593
  ✓ rankings.252d_universe_sector_residual.window: 252d
  ✓ rankings.252d_universe_subsector_residual.cohort: universe
  ✓ rankings.252d_universe_subsector_residual.cohort_size: 3206.0
  ✓ rankings.252d_universe_subsector_residual.metric: subsector_residual
  ✓ rankings.252d_universe_subsector_residual.rank_ordinal: 562.0
  ✓ rankings.252d_universe_subsector_residual.rank_percentile: 82.50155957579538
  ✓ rankings.252d_universe_subsector_residual.window: 252d
  ✓ rankings.63d_sector_er_l1.cohort: sector
  ✓ rankings.63d_sector_er_l1.metric: er_l1
  ✓ rankings.63d_sector_er_l1.window: 63d
  ✓ rankings.63d_sector_er_l2.cohort: sector
  ✓ rankings.63d_sector_er_l2.metric: er_l2
  ✓ rankings.63d_sector_er_l2.window: 63d
  ✓ rankings.63d_sector_er_l3.cohort: sector
  ✓ rankings.63d_sector_er_l3.metric: er_l3
  ✓ rankings.63d_sector_er_l3.window: 63d
  ✓ rankings.63d_sector_gross_return.cohort: sector
  ✓ rankings.63d_sector_gross_return.cohort_size: 392.0
  ✓ rankings.63d_sector_gross_return.metric: gross_return
  ✓ rankings.63d_sector_gross_return.rank_ordinal: 172.0
  ✓ rankings.63d_sector_gross_return.rank_percentile: 56.377551020408156
  ✓ rankings.63d_sector_gross_return.window: 63d
  ✓ rankings.63d_sector_mkt_cap.cohort: sector
  ✓ rankings.63d_sector_mkt_cap.metric: mkt_cap
  ✓ rankings.63d_sector_mkt_cap.window: 63d
  ✓ rankings.63d_sector_sector_residual.cohort: sector
  ✓ rankings.63d_sector_sector_residual.cohort_size: 392.0
  ✓ rankings.63d_sector_sector_residual.metric: sector_residual
  ✓ rankings.63d_sector_sector_residual.rank_ordinal: 182.0
  ✓ rankings.63d_sector_sector_residual.rank_percentile: 53.826530612244895
  ✓ rankings.63d_sector_sector_residual.window: 63d
  ✓ rankings.63d_sector_subsector_residual.cohort: sector
  ✓ rankings.63d_sector_subsector_residual.cohort_size: 392.0
  ✓ rankings.63d_sector_subsector_residual.metric: subsector_residual
  ✓ rankings.63d_sector_subsector_residual.rank_ordinal: 208.0
  ✓ rankings.63d_sector_subsector_residual.rank_percentile: 47.193877551020414
  ✓ rankings.63d_sector_subsector_residual.window: 63d
  ✓ rankings.63d_subsector_er_l1.cohort: subsector
  ✓ rankings.63d_subsector_er_l1.metric: er_l1
  ✓ rankings.63d_subsector_er_l1.window: 63d
  ✓ rankings.63d_subsector_er_l2.cohort: subsector
  ✓ rankings.63d_subsector_er_l2.metric: er_l2
  ✓ rankings.63d_subsector_er_l2.window: 63d
  ✓ rankings.63d_subsector_er_l3.cohort: subsector
  ✓ rankings.63d_subsector_er_l3.metric: er_l3
  ✓ rankings.63d_subsector_er_l3.window: 63d
  ✓ rankings.63d_subsector_gross_return.cohort: subsector
  ✓ rankings.63d_subsector_gross_return.cohort_size: 19.0
  ✓ rankings.63d_subsector_gross_return.metric: gross_return
  ✓ rankings.63d_subsector_gross_return.rank_ordinal: 8.0
  ✓ rankings.63d_subsector_gross_return.rank_percentile: 63.1578947368421
  ✓ rankings.63d_subsector_gross_return.window: 63d
  ✓ rankings.63d_subsector_mkt_cap.cohort: subsector
  ✓ rankings.63d_subsector_mkt_cap.metric: mkt_cap
  ✓ rankings.63d_subsector_mkt_cap.window: 63d
  ✓ rankings.63d_subsector_sector_residual.cohort: subsector
  ✓ rankings.63d_subsector_sector_residual.cohort_size: 19.0
  ✓ rankings.63d_subsector_sector_residual.metric: sector_residual
  ✓ rankings.63d_subsector_sector_residual.rank_ordinal: 10.0
  ✓ rankings.63d_subsector_sector_residual.rank_percentile: 52.63157894736843
  ✓ rankings.63d_subsector_sector_residual.window: 63d
  ✓ rankings.63d_subsector_subsector_residual.cohort: subsector
  ✓ rankings.63d_subsector_subsector_residual.cohort_size: 19.0
  ✓ rankings.63d_subsector_subsector_residual.metric: subsector_residual
  ✓ rankings.63d_subsector_subsector_residual.rank_ordinal: 10.0
  ✓ rankings.63d_subsector_subsector_residual.rank_percentile: 52.63157894736843
  ✓ rankings.63d_subsector_subsector_residual.window: 63d
  ✓ rankings.63d_universe_er_l1.cohort: universe
  ✓ rankings.63d_universe_er_l1.metric: er_l1
  ✓ rankings.63d_universe_er_l1.window: 63d
  ✓ rankings.63d_universe_er_l2.cohort: universe
  ✓ rankings.63d_universe_er_l2.metric: er_l2
  ✓ rankings.63d_universe_er_l2.window: 63d
  ✓ rankings.63d_universe_er_l3.cohort: universe
  ✓ rankings.63d_universe_er_l3.metric: er_l3
  ✓ rankings.63d_universe_er_l3.window: 63d
  ✓ rankings.63d_universe_gross_return.cohort: universe
  ✓ rankings.63d_universe_gross_return.cohort_size: 2985.0
  ✓ rankings.63d_universe_gross_return.metric: gross_return
  ✓ rankings.63d_universe_gross_return.rank_ordinal: 1666.0
  ✓ rankings.63d_universe_gross_return.rank_percentile: 44.221105527638194
  ✓ rankings.63d_universe_gross_return.window: 63d
  ✓ rankings.63d_universe_mkt_cap.cohort: universe
  ✓ rankings.63d_universe_mkt_cap.metric: mkt_cap
  ✓ rankings.63d_universe_mkt_cap.window: 63d
  ✓ rankings.63d_universe_sector_residual.cohort: universe
  ✓ rankings.63d_universe_sector_residual.cohort_size: 2985.0
  ✓ rankings.63d_universe_sector_residual.metric: sector_residual
  ✓ rankings.63d_universe_sector_residual.rank_ordinal: 1631.0
  ✓ rankings.63d_universe_sector_residual.rank_percentile: 45.39363484087102
  ✓ rankings.63d_universe_sector_residual.window: 63d
  ✓ rankings.63d_universe_subsector_residual.cohort: universe
  ✓ rankings.63d_universe_subsector_residual.cohort_size: 2985.0
  ✓ rankings.63d_universe_subsector_residual.metric: subsector_residual
  ✓ rankings.63d_universe_subsector_residual.rank_ordinal: 1617.0
  ✓ rankings.63d_universe_subsector_residual.rank_percentile: 45.86264656616416
  ✓ rankings.63d_universe_subsector_residual.window: 63d
  ─ sdk_version: API='0.3.0' zarr='zarr-local'
  ✓ sector_etf: XLK
  ✓ sharpe_1y: -0.07334761995438109
  ✓ subsector_etf: RSPT
  ✓ teo: 2026-04-08
  ✓ ticker: AAPL
  ✓ tr_sector.1d: 0.030997633934020996
  ✓ tr_sector.1m: 0.015070199966430664
  ✓ tr_sector.1y: 0.5627521276473999
  ✓ tr_sector.3m: -0.03262054920196533
  ✓ tr_sector.5d: 0.06614017486572266
  ✓ tr_sector.6m: -0.011951267719268799
  ✓ tr_spy.1d: 0.025469541549682617
  ✓ tr_spy.1m: -0.0006098747253417969
  ✓ tr_spy.1y: 0.3532527685165405
  ✓ tr_spy.3m: -0.020169496536254883
  ✓ tr_spy.5d: 0.03947174549102783
  ✓ tr_spy.6m: 0.012283921241760254
  ✓ tr_stock.1d: 0.021301746368408203
  ✓ tr_stock.1m: -0.0037709474563598633
  ✓ tr_stock.1y: 0.3803372383117676
  ✓ tr_stock.3m: -0.012264728546142578
  ✓ tr_stock.5d: 0.020134806632995605
  ✓ tr_stock.6m: 0.010531783103942871
  ✓ tr_subsector.1d: 0.03310549259185791
  ✓ tr_subsector.1m: 0.043122291564941406
  ✓ tr_subsector.1y: 0.6235628128051758
  ✓ tr_subsector.3m: 0.020044445991516113
  ✓ tr_subsector.5d: 0.06871426105499268
  ✓ tr_subsector.6m: 0.062082648277282715
  ✓ universe: uni_mc_3000
  ✓ vol_23d: 0.294327818317796