-29.7%
APA vs ALM
+3,507.4%
-3,537.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.6% |
| 7D | -15.5% | -6.7% | -8.8% | -15.5% |
| 30D | +2.4% | -32.9% | +35.3% | +2.5% |
| 3M | +22.8% | -39.5% | +62.3% | +23.0% |
| 6M | +17.9% | -62.0% | +79.9% | +18.2% |
| YTD | +87.7% | -7.8% | +95.5% | +87.4% |
| 1Y | +94.2% | +26.7% | +67.5% | +93.7% |
| 3Y | +27.2% | +825.4% | -798.1% | +25.8% |
| 5Y | +74.1% | +401.2% | -327.1% | +72.3% |
| 10Y | +2.6% | +2,074.0% | -2,071.4% | +1.3% |
| All | -29.7% | +3,507.4% | -3,537.1% | -31.2% |
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 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