-4.1%
APA vs RNG
+223.4%
-227.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +0.8% | -9.6% | +10.4% | +2.0% |
| 30D | +9.6% | +8.8% | +0.8% | +8.4% |
| 3M | +18.0% | +78.6% | -60.6% | +8.7% |
| 6M | +41.9% | +70.3% | -28.4% | +30.7% |
| YTD | +86.3% | +140.3% | -54.0% | +62.0% |
| 1Y | +97.9% | +126.6% | -28.7% | +72.9% |
| 3Y | +12.8% | +120.2% | -107.4% | -3.6% |
| 5Y | +177.2% | -68.3% | +245.5% | +178.6% |
| All | -4.1% | +223.4% | -227.6% | -39.2% |
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