+102.5%
APA vs ALC
-12.7%
+115.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +1.9% |
| 7D | -1.7% | -3.7% | +2.0% | -1.6% |
| 30D | +15.7% | -3.7% | +19.5% | +15.8% |
| 3M | +16.5% | +4.6% | +11.9% | +16.5% |
| 6M | +35.1% | -14.6% | +49.7% | +35.9% |
| YTD | +82.2% | -11.9% | +94.1% | +80.7% |
| 1Y | +102.5% | -13.1% | +115.6% | +98.7% |
| All | +102.5% | -12.7% | +115.2% | +98.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling