+32.6%
APA vs RNG
+82.5%
-49.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +8.5% | +4.6% | +3.9% | +8.3% |
| 30D | +2.8% | +0.4% | +2.4% | +2.9% |
| 3M | +21.7% | +11.4% | +10.3% | +21.7% |
| 6M | +32.6% | +95.7% | -63.1% | +30.0% |
| All | +32.6% | +82.5% | -49.9% | +30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling