+27.1%
APA vs RACE
+670.3%
-643.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | +0.1% | -1.3% |
| 7D | -15.6% | +5.7% | -21.2% | -17.8% |
| 30D | -0.9% | +9.3% | -10.2% | -4.9% |
| 3M | +26.1% | +3.8% | +22.2% | +23.3% |
| 6M | +6.1% | +29.8% | -23.7% | -7.8% |
| YTD | +82.8% | +15.6% | +67.2% | +63.9% |
| 1Y | +106.5% | +5.1% | +101.4% | +93.8% |
| 3Y | +21.9% | +30.8% | -8.9% | -4.1% |
| 5Y | +69.7% | +67.4% | +2.2% | +12.2% |
| 10Y | 0.0% | +793.6% | -793.6% | -71.0% |
| All | +27.1% | +670.3% | -643.2% | -67.0% |
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