+4.4%
APA vs ALM
+1,942.8%
-1,938.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.5% | +2.2% |
| 7D | +9.6% | -4.0% | +13.6% | +9.8% |
| 30D | -0.2% | -30.5% | +30.3% | +1.2% |
| 3M | +19.8% | -46.9% | +66.7% | +22.7% |
| 6M | +30.1% | -65.5% | +95.6% | +35.1% |
| YTD | +100.4% | -13.4% | +113.8% | +96.3% |
| 1Y | +105.2% | +9.8% | +95.4% | +97.7% |
| 3Y | +44.6% | +783.1% | -738.5% | +18.9% |
| 5Y | +88.8% | +378.3% | -289.5% | +57.6% |
| All | +4.4% | +1,942.8% | -1,938.4% | -12.0% |
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