+343.8%
APA vs RL
+1,366.2%
-1,022.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.9% |
| 7D | +0.5% | -0.8% | +1.3% | +0.7% |
| 30D | +23.4% | -7.8% | +31.2% | +26.6% |
| 3M | +12.7% | -4.0% | +16.7% | +13.1% |
| 6M | +39.4% | -1.9% | +41.3% | +36.1% |
| YTD | +79.0% | -0.2% | +79.1% | +73.4% |
| 1Y | +88.8% | +10.7% | +78.2% | +76.1% |
| 3Y | +6.4% | +210.8% | -204.4% | -32.3% |
| 5Y | +153.0% | +238.2% | -85.3% | +53.6% |
| 10Y | +7.5% | +313.4% | -305.8% | -38.0% |
| All | +343.8% | +1,366.2% | -1,022.4% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling