-0.9%
APA vs ROP
+189.6%
-190.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.5% |
| 7D | -8.7% | -1.6% | -7.1% | -8.1% |
| 30D | -2.4% | +29.5% | -31.9% | -18.5% |
| 3M | +19.0% | +17.5% | +1.4% | +5.6% |
| 6M | +26.8% | +38.1% | -11.3% | -0.6% |
| YTD | +87.3% | +7.0% | +80.4% | +73.5% |
| 1Y | +92.3% | +6.5% | +85.8% | +78.3% |
| 3Y | +37.3% | -5.5% | +42.7% | +35.4% |
| 5Y | +73.2% | -0.4% | +73.6% | +59.6% |
| 10Y | -0.9% | +183.6% | -184.4% | -53.4% |
| All | -0.9% | +189.6% | -190.5% | -53.4% |
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 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