+100.3%
APA vs IRE
-98.0%
+198.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -33.9% | +31.7% | -3.1% |
| 7D | -15.6% | -57.1% | +41.6% | -17.3% |
| 30D | -0.9% | -84.4% | +83.5% | -5.5% |
| 3M | +26.1% | -85.0% | +111.0% | +20.9% |
| 6M | +6.1% | -95.2% | +101.3% | +1.0% |
| YTD | +82.8% | -93.9% | +176.8% | +77.1% |
| 1Y | +106.5% | -98.8% | +205.3% | +84.2% |
| All | +100.3% | -98.0% | +198.3% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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