+166.1%
APA vs RGEN
-42.7%
+208.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.7% |
| 7D | -1.7% | -0.9% | -0.8% | -1.5% |
| 30D | +15.7% | +2.8% | +12.9% | +15.0% |
| 3M | +16.5% | +34.5% | -18.0% | +9.5% |
| 6M | +35.1% | +40.5% | -5.4% | +24.4% |
| YTD | +82.2% | +2.8% | +79.4% | +79.1% |
| 1Y | +102.5% | +39.6% | +62.8% | +85.4% |
| 3Y | +10.3% | +4.4% | +5.9% | +3.1% |
| 5Y | +166.1% | -42.8% | +208.9% | +131.9% |
| All | +166.1% | -42.7% | +208.8% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 5y: compounded portfolio wealth divided by compounded RGEN 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…
5y analysis · Full analysis span regression · 6 months rolling