+100.5%
APA vs COPX
+73.9%
+26.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | -1.5% |
| 7D | +0.8% | -2.9% | +3.7% | +0.5% |
| 30D | +9.6% | 0.0% | +9.6% | +9.7% |
| 3M | +18.0% | +14.8% | +3.2% | +20.6% |
| 6M | +41.9% | +7.0% | +34.8% | +47.5% |
| YTD | +86.3% | +23.8% | +62.5% | +81.0% |
| All | +100.5% | +73.9% | +26.6% | +90.0% |
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