+158.3%
APA vs RNG
-68.4%
+226.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +4.6% | -6.1% | +10.7% | +5.4% |
| 30D | +11.9% | +9.6% | +2.3% | +10.5% |
| 3M | +22.5% | +83.3% | -60.9% | +12.0% |
| 6M | +37.5% | +77.9% | -40.4% | +25.4% |
| YTD | +87.2% | +139.9% | -52.8% | +61.2% |
| 1Y | +101.4% | +121.7% | -20.2% | +75.1% |
| 3Y | +16.9% | +121.9% | -105.0% | -1.7% |
| All | +158.3% | -68.4% | +226.6% | +150.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling