+365.4%
APA vs RL
+1,476.5%
-1,111.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.1% |
| 7D | -15.5% | -4.2% | -11.4% | -14.6% |
| 30D | +2.4% | +4.3% | -1.9% | +0.6% |
| 3M | +22.8% | -4.6% | +27.4% | +23.7% |
| 6M | +17.9% | +1.7% | +16.2% | +14.6% |
| YTD | +87.7% | +7.3% | +80.3% | +76.3% |
| 1Y | +94.2% | +20.8% | +73.4% | +74.8% |
| 3Y | +27.2% | +247.0% | -219.8% | -22.4% |
| 5Y | +74.1% | +225.5% | -151.3% | +6.7% |
| 10Y | +2.6% | +363.0% | -360.4% | -43.2% |
| All | +365.4% | +1,476.5% | -1,111.1% | +85.4% |
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