+48.1%
APA vs ALC
+4.4%
+43.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.1% |
| 7D | +8.5% | -1.1% | +9.6% | +8.7% |
| 30D | +2.8% | +16.0% | -13.3% | -0.7% |
| 3M | +21.7% | +0.8% | +20.9% | +21.3% |
| 6M | +32.6% | +16.8% | +15.8% | +27.1% |
| YTD | +103.7% | -5.5% | +109.2% | +104.4% |
| 1Y | +101.8% | -5.3% | +107.1% | +102.2% |
| 3Y | +48.1% | +4.1% | +44.0% | +42.5% |
| All | +48.1% | +4.4% | +43.7% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling