-32.5%
APA vs AR
-32.8%
+0.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -0.8% |
| 7D | -15.6% | -11.7% | -3.9% | -9.7% |
| 30D | -0.9% | +1.8% | -2.8% | -1.7% |
| 3M | +26.1% | +6.0% | +20.1% | +22.4% |
| 6M | +6.1% | -7.0% | +13.1% | +10.7% |
| YTD | +82.8% | +5.6% | +77.3% | +77.9% |
| 1Y | +106.5% | +10.8% | +95.7% | +95.4% |
| 3Y | +21.9% | +19.3% | +2.6% | +7.4% |
| 5Y | +69.7% | +73.3% | -3.7% | +18.8% |
| 10Y | 0.0% | +47.6% | -47.6% | -40.6% |
| All | -32.5% | -32.8% | +0.3% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling