+48.1%
APA vs ALM
+909.2%
-861.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +1.6% |
| 7D | +8.5% | +1.2% | +7.3% | +8.5% |
| 30D | +2.8% | -19.3% | +22.1% | +3.0% |
| 3M | +21.7% | -40.6% | +62.4% | +22.4% |
| 6M | +32.6% | -57.9% | +90.5% | +34.2% |
| YTD | +103.7% | -6.7% | +110.4% | +98.6% |
| 1Y | +101.8% | +20.2% | +81.6% | +94.1% |
| 3Y | +48.1% | +879.4% | -831.4% | +32.8% |
| All | +48.1% | +909.2% | -861.2% | +32.8% |
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