+154.8%
APA vs AR
+143.7%
+11.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | +0.5% | +2.5% | -2.0% | -1.0% |
| 30D | +23.4% | +14.8% | +8.6% | +13.5% |
| 3M | +12.7% | +6.2% | +6.5% | +8.6% |
| 6M | +39.4% | +4.3% | +35.1% | +36.7% |
| YTD | +79.0% | +14.4% | +64.6% | +64.9% |
| 1Y | +88.8% | +21.3% | +67.5% | +67.0% |
| 3Y | +6.4% | +39.8% | -33.4% | -17.4% |
| All | +154.8% | +143.7% | +11.1% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling