-0.1%
APA vs RL
+369.1%
-369.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -5.5% | +1.3% | -6.9% | -6.6% |
| 30D | -1.2% | +7.6% | -8.8% | -5.3% |
| 3M | +10.6% | -1.5% | +12.1% | +9.9% |
| 6M | +28.4% | +12.1% | +16.4% | +17.0% |
| YTD | +89.7% | +13.9% | +75.8% | +67.0% |
| 1Y | +90.6% | +20.7% | +69.9% | +62.0% |
| 3Y | +36.9% | +260.6% | -223.7% | -40.8% |
| 5Y | +83.2% | +248.9% | -165.6% | -23.0% |
| 10Y | -0.1% | +355.9% | -356.0% | -64.4% |
| All | -0.1% | +369.1% | -369.2% | -64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling