+895.0%
APA vs RGEN
+1,634.9%
-739.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.3% | +2.5% |
| 7D | -15.5% | -1.9% | -13.6% | -15.4% |
| 30D | +2.4% | +3.7% | -1.4% | +2.2% |
| 3M | +22.8% | +8.8% | +14.0% | +22.2% |
| 6M | +17.9% | +38.0% | -20.0% | +15.8% |
| YTD | +87.7% | +5.9% | +81.8% | +86.1% |
| 1Y | +94.2% | +19.7% | +74.5% | +91.4% |
| 3Y | +27.2% | +20.5% | +6.7% | +24.6% |
| 5Y | +74.1% | -35.0% | +109.1% | +73.3% |
| 10Y | +2.6% | +540.9% | -538.3% | -6.9% |
| All | +895.0% | +1,634.9% | -739.9% | +744.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling