+10.3%
APA vs RNG
+120.7%
-110.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +2.4% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | +15.7% | +11.4% | +4.3% | +14.1% |
| 3M | +16.5% | +72.1% | -55.6% | +7.6% |
| 6M | +35.1% | +67.9% | -32.8% | +24.5% |
| YTD | +82.2% | +144.3% | -62.1% | +55.3% |
| 1Y | +102.5% | +117.5% | -15.1% | +75.9% |
| 3Y | +10.3% | +123.9% | -113.6% | -12.8% |
| All | +10.3% | +120.7% | -110.4% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling