-4.9%
APA vs ALM
+3,219.4%
-3,224.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.8% | -7.0% | +1.4% |
| 7D | -1.7% | +8.4% | -10.1% | -2.1% |
| 30D | +15.7% | +34.8% | -19.1% | +14.1% |
| 3M | +16.5% | +16.2% | +0.2% | +15.1% |
| 6M | +35.1% | +2.1% | +33.0% | +33.3% |
| YTD | +82.2% | +117.0% | -34.8% | +72.2% |
| 1Y | +102.5% | +313.9% | -211.4% | +83.3% |
| 3Y | +10.3% | +2,327.9% | -2,317.6% | -13.3% |
| 5Y | +166.1% | +1,040.6% | -874.5% | +115.3% |
| 10Y | -4.9% | +3,219.4% | -3,224.3% | -23.4% |
| All | -4.9% | +3,219.4% | -3,224.3% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling