+90.9%
APA vs RL
+239.2%
-148.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | +8.5% | +2.6% | +6.0% | +7.6% |
| 30D | +2.8% | +2.9% | -0.2% | +1.3% |
| 3M | +21.7% | 0.0% | +21.7% | +20.8% |
| 6M | +32.6% | +17.1% | +15.5% | +22.7% |
| YTD | +103.7% | +10.1% | +93.6% | +89.1% |
| 1Y | +101.8% | +17.3% | +84.5% | +81.9% |
| 3Y | +48.1% | +249.3% | -201.3% | -22.3% |
| All | +90.9% | +239.2% | -148.3% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling