-39.5%
APA vs GNRC
+2,120.5%
-2,160.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.4% |
| 7D | -1.7% | +4.8% | -6.5% | -3.0% |
| 30D | +15.7% | -10.4% | +26.1% | +18.8% |
| 3M | +16.5% | -28.5% | +44.9% | +25.5% |
| 6M | +35.1% | -6.8% | +41.9% | +32.3% |
| YTD | +82.2% | +39.5% | +42.7% | +56.2% |
| 1Y | +102.5% | +3.4% | +99.1% | +87.7% |
| 3Y | +10.3% | +65.1% | -54.8% | -14.5% |
| 5Y | +166.1% | -57.1% | +223.2% | +190.0% |
| 10Y | -4.9% | +432.5% | -437.4% | -55.3% |
| All | -39.5% | +2,120.5% | -2,160.0% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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