-35.9%
APA vs ALLE
+331.3%
-367.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -0.6% |
| 7D | -15.6% | 0.0% | -15.6% | -15.8% |
| 30D | -0.9% | +20.6% | -21.5% | -11.9% |
| 3M | +26.1% | +11.4% | +14.7% | +16.9% |
| 6M | +6.1% | +42.5% | -36.5% | -17.1% |
| YTD | +82.8% | +18.9% | +64.0% | +58.2% |
| 1Y | +106.5% | +14.2% | +92.3% | +82.9% |
| 3Y | +21.9% | +90.7% | -68.8% | -25.4% |
| 5Y | +69.7% | +52.5% | +17.2% | +16.7% |
| 10Y | 0.0% | +231.2% | -231.2% | -53.7% |
| All | -35.9% | +331.3% | -367.2% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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