-4.9%
APA vs ARWR
+1,075.6%
-1,080.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.0% |
| 7D | -1.7% | +2.9% | -4.6% | -2.1% |
| 30D | +15.7% | -2.9% | +18.6% | +16.1% |
| 3M | +16.5% | +15.2% | +1.2% | +13.4% |
| 6M | +35.1% | +42.3% | -7.2% | +26.4% |
| YTD | +82.2% | +28.2% | +54.0% | +72.5% |
| 1Y | +102.5% | +213.2% | -110.8% | +65.5% |
| 3Y | +10.3% | +184.6% | -174.3% | -14.5% |
| 5Y | +166.1% | +29.2% | +136.9% | +121.3% |
| 10Y | -4.9% | +1,012.5% | -1,017.4% | -32.4% |
| All | -4.9% | +1,075.6% | -1,080.4% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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