+27.2%
APA vs RACE
+28.1%
-0.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.7% |
| 7D | -15.5% | +5.1% | -20.6% | -15.7% |
| 30D | +2.4% | +7.7% | -5.3% | +2.1% |
| 3M | +22.8% | +2.2% | +20.6% | +22.7% |
| 6M | +17.9% | +23.8% | -5.8% | +15.9% |
| YTD | +87.7% | +13.9% | +73.8% | +86.1% |
| 1Y | +94.2% | +3.8% | +90.4% | +97.3% |
| 3Y | +27.2% | +28.0% | -0.8% | +26.1% |
| All | +27.2% | +28.1% | -0.9% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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