+27.2%
APA vs RL
+240.1%
-212.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.8% |
| 7D | -15.5% | -4.2% | -11.4% | -15.1% |
| 30D | +2.4% | +4.3% | -1.9% | +1.5% |
| 3M | +22.8% | -4.6% | +27.4% | +23.6% |
| 6M | +17.9% | +1.7% | +16.2% | +16.6% |
| YTD | +87.7% | +7.3% | +80.3% | +80.5% |
| 1Y | +94.2% | +20.8% | +73.4% | +78.6% |
| 3Y | +27.2% | +247.0% | -219.8% | -14.0% |
| All | +27.2% | +240.1% | -212.8% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling