+4.4%
APA vs AR
+57.2%
-52.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.3% |
| 7D | +9.6% | +6.4% | +3.2% | +6.1% |
| 30D | -0.2% | +3.1% | -3.3% | -1.7% |
| 3M | +19.8% | +3.3% | +16.6% | +17.8% |
| 6M | +30.1% | +6.6% | +23.5% | +26.1% |
| YTD | +100.4% | +12.3% | +88.1% | +88.8% |
| 1Y | +105.2% | +12.3% | +92.9% | +92.9% |
| 3Y | +44.6% | +50.4% | -5.8% | +13.3% |
| 5Y | +88.8% | +101.0% | -12.2% | +23.7% |
| All | +4.4% | +57.2% | -52.8% | -42.6% |
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