+107.2%
APA vs COPX
+31.7%
+75.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.0% | -10.8% | -6.1% |
| 7D | -13.0% | -3.0% | -10.0% | -13.2% |
| 30D | +2.0% | -13.6% | +15.6% | -0.2% |
| 3M | +24.9% | -11.2% | +36.1% | +23.2% |
| 6M | +7.2% | -2.4% | +9.6% | +9.2% |
| YTD | +87.1% | +4.2% | +82.9% | +82.9% |
| 1Y | +107.2% | +32.2% | +75.0% | +85.8% |
| All | +107.2% | +31.7% | +75.4% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling