+24.4%
APA vs RACE
+647.6%
-623.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.4% |
| 7D | +0.5% | -2.5% | +3.1% | +1.6% |
| 30D | +23.4% | +0.8% | +22.6% | +22.8% |
| 3M | +12.7% | +17.2% | -4.5% | +3.7% |
| 6M | +39.4% | +13.6% | +25.8% | +27.7% |
| YTD | +79.0% | +12.2% | +66.7% | +63.3% |
| 1Y | +88.8% | -16.3% | +105.1% | +97.4% |
| 3Y | +6.4% | +36.4% | -30.1% | -18.7% |
| 5Y | +153.0% | +95.0% | +58.0% | +52.4% |
| 10Y | +7.5% | +813.2% | -805.7% | -69.0% |
| All | +24.4% | +647.6% | -623.2% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling