+6.1%
APA vs RNG
+234.5%
-228.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +8.5% | +4.6% | +3.9% | +7.9% |
| 30D | +2.8% | +0.4% | +2.4% | +2.6% |
| 3M | +21.7% | +11.4% | +10.3% | +19.8% |
| 6M | +32.6% | +95.7% | -63.1% | +20.4% |
| YTD | +103.7% | +162.9% | -59.2% | +74.8% |
| 1Y | +101.8% | +180.3% | -78.5% | +71.5% |
| 3Y | +48.1% | +188.3% | -140.3% | +22.5% |
| 5Y | +91.9% | -72.5% | +164.4% | +95.9% |
| All | +6.1% | +234.5% | -228.3% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling