+107.2%
APA vs ALC
+4.2%
+103.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.8% | -13.7% | -6.0% |
| 7D | -13.0% | +10.7% | -23.7% | -12.0% |
| 30D | +2.0% | +20.2% | -18.2% | +3.5% |
| 3M | +24.9% | +8.9% | +16.0% | +26.4% |
| 6M | +7.2% | +5.7% | +1.4% | +8.8% |
| YTD | +87.1% | -1.4% | +88.5% | +85.6% |
| 1Y | +107.2% | +4.7% | +102.4% | +109.4% |
| All | +107.2% | +4.2% | +103.0% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling