+848.7%
APA vs RGEN
+1,576.0%
-727.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.1% |
| 7D | +0.5% | -4.9% | +5.5% | +0.8% |
| 30D | +23.4% | +5.7% | +17.7% | +23.1% |
| 3M | +12.7% | +32.4% | -19.7% | +11.0% |
| 6M | +39.4% | +33.2% | +6.2% | +37.0% |
| YTD | +79.0% | +2.3% | +76.7% | +77.9% |
| 1Y | +88.8% | +39.0% | +49.8% | +85.0% |
| 3Y | +6.4% | -4.6% | +11.0% | +5.2% |
| 5Y | +153.0% | -42.7% | +195.7% | +153.2% |
| 10Y | +7.5% | +433.6% | -426.0% | -1.7% |
| All | +848.7% | +1,576.0% | -727.3% | +707.7% |
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