+6.1%
APA vs AR
+57.4%
-51.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | +8.5% | +7.4% | +1.2% | +4.5% |
| 30D | +2.8% | +5.8% | -3.0% | -0.1% |
| 3M | +21.7% | +5.2% | +16.5% | +18.5% |
| 6M | +32.6% | +5.4% | +27.2% | +29.3% |
| YTD | +103.7% | +12.4% | +91.3% | +91.8% |
| 1Y | +101.8% | +12.8% | +89.0% | +89.3% |
| 3Y | +48.1% | +47.2% | +0.9% | +17.4% |
| 5Y | +91.9% | +101.1% | -9.2% | +25.7% |
| All | +6.1% | +57.4% | -51.2% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling