+45.7%
APA vs RL
+254.6%
-209.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | +9.6% | +2.4% | +7.3% | +9.2% |
| 30D | -0.2% | +4.6% | -4.8% | -1.2% |
| 3M | +19.8% | -1.1% | +21.0% | +19.9% |
| 6M | +30.1% | +16.5% | +13.5% | +24.6% |
| YTD | +100.4% | +11.4% | +89.0% | +91.5% |
| 1Y | +105.2% | +16.1% | +89.1% | +92.8% |
| All | +45.7% | +254.6% | -209.0% | -7.0% |
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