+21.5%
APA vs REPL
-7.7%
+29.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +1.9% |
| 7D | -1.7% | -5.7% | +4.1% | -1.4% |
| 30D | +15.7% | +22.5% | -6.7% | +14.3% |
| 3M | +16.5% | +64.7% | -48.2% | +10.3% |
| 6M | +35.1% | +83.0% | -47.9% | +20.4% |
| YTD | +82.2% | +52.0% | +30.3% | +63.9% |
| 1Y | +102.5% | +144.5% | -42.1% | +68.7% |
| 3Y | +10.3% | -25.1% | +35.4% | -13.3% |
| 5Y | +166.1% | -52.9% | +219.0% | +114.9% |
| All | +21.5% | -7.7% | +29.2% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded REPL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling