+88.8%
APA vs RL
+13.6%
+75.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -2.8% |
| 7D | +0.5% | -0.8% | +1.3% | +0.5% |
| 30D | +23.4% | -7.8% | +31.2% | +21.9% |
| 3M | +12.7% | -4.0% | +16.7% | +12.2% |
| 6M | +39.4% | -1.9% | +41.3% | +41.8% |
| YTD | +79.0% | -0.2% | +79.1% | +79.5% |
| 1Y | +88.8% | +10.7% | +78.2% | +80.2% |
| All | +88.8% | +13.6% | +75.3% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling