+905.9%
APA vs RGEN
+1,639.8%
-733.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.4% |
| 7D | -5.5% | -2.4% | -3.1% | -5.4% |
| 30D | -1.2% | +0.1% | -1.2% | -1.2% |
| 3M | +10.6% | +6.6% | +3.9% | +10.1% |
| 6M | +28.4% | +40.9% | -12.5% | +26.0% |
| YTD | +89.7% | +6.2% | +83.6% | +88.1% |
| 1Y | +90.6% | +19.4% | +71.2% | +87.8% |
| 3Y | +36.9% | +17.9% | +19.0% | +34.3% |
| 5Y | +83.2% | -34.0% | +117.2% | +82.2% |
| 10Y | -0.1% | +453.9% | -454.0% | -8.9% |
| All | +905.9% | +1,639.8% | -733.9% | +753.8% |
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