-4.9%
APA vs RL
+304.3%
-309.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +2.4% |
| 7D | -1.7% | +1.9% | -3.6% | -2.7% |
| 30D | +15.7% | -12.2% | +27.9% | +23.0% |
| 3M | +16.5% | -6.6% | +23.1% | +18.5% |
| 6M | +35.1% | +3.2% | +31.9% | +26.5% |
| YTD | +82.2% | -1.3% | +83.5% | +73.7% |
| 1Y | +102.5% | +13.6% | +88.9% | +77.9% |
| 3Y | +10.3% | +210.9% | -200.6% | -48.2% |
| 5Y | +166.1% | +246.9% | -80.7% | +10.5% |
| 10Y | -4.9% | +310.1% | -315.0% | -63.3% |
| All | -4.9% | +304.3% | -309.2% | -63.3% |
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