+16.9%
APA vs COPX
+149.4%
-132.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +4.6% | -2.3% | +6.9% | +5.0% |
| 30D | +11.9% | +0.3% | +11.6% | +11.6% |
| 3M | +22.5% | +6.8% | +15.7% | +19.9% |
| 6M | +37.5% | +7.9% | +29.6% | +31.5% |
| YTD | +87.2% | +23.7% | +63.4% | +63.1% |
| 1Y | +101.4% | +71.5% | +29.9% | +46.9% |
| 3Y | +16.9% | +149.1% | -132.2% | -36.8% |
| All | +16.9% | +149.4% | -132.5% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling