+5.8%
APA vs ALM
+2,063.1%
-2,057.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.2% |
| 7D | +0.5% | -2.6% | +3.1% | +0.6% |
| 30D | +23.4% | +32.0% | -8.6% | +22.6% |
| 3M | +12.7% | -15.0% | +27.7% | +13.2% |
| 6M | +39.4% | -10.1% | +49.5% | +39.2% |
| YTD | +79.0% | +99.4% | -20.5% | +72.1% |
| 1Y | +88.8% | +316.4% | -227.5% | +73.8% |
| All | +5.8% | +2,063.1% | -2,057.3% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling