+0.3%
APA vs RL
+356.1%
-355.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.3% |
| 7D | -15.5% | -4.2% | -11.4% | -14.2% |
| 30D | +2.4% | +4.3% | -1.9% | -0.3% |
| 3M | +22.8% | -4.6% | +27.4% | +24.1% |
| 6M | +17.9% | +1.7% | +16.2% | +12.8% |
| YTD | +87.7% | +7.3% | +80.3% | +70.1% |
| 1Y | +94.2% | +20.8% | +73.4% | +64.4% |
| 3Y | +27.2% | +247.0% | -219.8% | -44.0% |
| 5Y | +74.1% | +225.5% | -151.3% | -24.1% |
| All | +0.3% | +356.1% | -355.8% | -62.6% |
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