-4.9%
APA vs ROP
+134.1%
-139.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +3.7% |
| 7D | -1.7% | -5.4% | +3.7% | +1.9% |
| 30D | +15.7% | -1.6% | +17.4% | +16.8% |
| 3M | +16.5% | +18.8% | -2.4% | +2.1% |
| 6M | +35.1% | +8.2% | +26.9% | +25.9% |
| YTD | +82.2% | -10.5% | +92.7% | +91.9% |
| 1Y | +102.5% | -23.7% | +126.2% | +138.0% |
| 3Y | +10.3% | -17.9% | +28.2% | +19.7% |
| 5Y | +166.1% | -15.3% | +181.5% | +175.3% |
| 10Y | -4.9% | +133.4% | -138.3% | -47.8% |
| All | -4.9% | +134.1% | -139.0% | -47.8% |
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