+69.8%
APA vs AR
+71.8%
-2.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.5% | +3.1% |
| 7D | -15.5% | -14.3% | -1.2% | -7.0% |
| 30D | +2.4% | +1.4% | +1.0% | +1.6% |
| 3M | +22.8% | +3.4% | +19.4% | +20.3% |
| 6M | +17.9% | -2.1% | +20.0% | +19.6% |
| YTD | +87.7% | +4.7% | +83.0% | +82.5% |
| 1Y | +94.2% | +10.6% | +83.6% | +82.3% |
| 3Y | +27.2% | +24.6% | +2.6% | +7.0% |
| All | +69.8% | +71.8% | -2.0% | +13.2% |
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