+88.2%
APA vs ALM
+21.0%
+67.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.1% | -8.2% | +0.2% |
| 7D | -8.7% | +0.7% | -9.5% | -8.7% |
| 30D | -2.4% | -26.1% | +23.7% | -3.8% |
| 3M | +19.0% | -38.1% | +57.1% | +16.8% |
| 6M | +26.8% | -55.4% | +82.2% | +24.2% |
| YTD | +87.3% | -0.4% | +87.7% | +96.0% |
| All | +88.2% | +21.0% | +67.2% | +104.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling