+107.2%
APA vs ROP
+10.4%
+96.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.9% | -10.8% | -7.3% |
| 7D | -13.0% | +11.7% | -24.7% | -14.4% |
| 30D | +2.0% | +35.5% | -33.5% | -3.1% |
| 3M | +24.9% | +25.6% | -0.7% | +20.0% |
| 6M | +7.2% | +39.3% | -32.1% | +1.5% |
| YTD | +87.1% | +11.6% | +75.4% | +66.1% |
| 1Y | +107.2% | +10.6% | +96.6% | +83.4% |
| All | +107.2% | +10.4% | +96.8% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling