+39.4%
APA vs AR
+6.9%
+32.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.5% |
| 7D | +0.5% | +2.5% | -2.0% | -1.8% |
| 30D | +23.4% | +14.8% | +8.6% | +7.6% |
| 3M | +12.7% | +6.2% | +6.5% | +6.2% |
| 6M | +39.4% | +4.3% | +35.1% | +36.8% |
| All | +39.4% | +6.9% | +32.6% | +36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling