+6.1%
APA vs ROP
+185.2%
-179.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +8.5% | +0.7% | +7.8% | +8.1% |
| 30D | +2.8% | +28.8% | -26.0% | -13.8% |
| 3M | +21.7% | +21.1% | +0.7% | +6.0% |
| 6M | +32.6% | +52.5% | -19.9% | -2.6% |
| YTD | +103.7% | +8.9% | +94.8% | +86.6% |
| 1Y | +101.8% | +8.2% | +93.6% | +85.6% |
| 3Y | +48.1% | -5.2% | +53.2% | +46.1% |
| 5Y | +91.9% | +1.7% | +90.2% | +74.5% |
| All | +6.1% | +185.2% | -179.1% | -49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling