+69.8%
APA vs ALM
+396.4%
-326.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.6% |
| 7D | -15.5% | -6.7% | -8.8% | -15.3% |
| 30D | +2.4% | -32.9% | +35.3% | +3.6% |
| 3M | +22.8% | -39.5% | +62.3% | +24.4% |
| 6M | +17.9% | -62.0% | +79.9% | +21.2% |
| YTD | +87.7% | -7.8% | +95.5% | +82.6% |
| 1Y | +94.2% | +26.7% | +67.5% | +84.8% |
| 3Y | +27.2% | +825.4% | -798.1% | +1.4% |
| All | +69.8% | +396.4% | -326.6% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling