-33.0%
APA vs ALM
+7,705.7%
-7,738.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.2% |
| 7D | +0.5% | -2.6% | +3.1% | +0.5% |
| 30D | +23.4% | +32.0% | -8.6% | +23.3% |
| 3M | +12.7% | -15.0% | +27.7% | +12.7% |
| 6M | +39.4% | -10.1% | +49.5% | +39.3% |
| YTD | +79.0% | +99.4% | -20.5% | +78.3% |
| 1Y | +88.8% | +316.4% | -227.5% | +87.6% |
| 3Y | +6.4% | +2,022.0% | -2,015.6% | +4.9% |
| 5Y | +153.0% | +941.2% | -788.2% | +149.8% |
| 10Y | +7.5% | +2,950.3% | -2,942.8% | +5.9% |
| All | -33.0% | +7,705.7% | -7,738.7% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling