+114.2%
APA vs ROP
-24.5%
+138.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.1% |
| 7D | +0.3% | -6.1% | +6.4% | +1.0% |
| 30D | +9.3% | -3.4% | +12.7% | +9.7% |
| 3M | +23.3% | +16.7% | +6.7% | +22.0% |
| 6M | +39.5% | +8.1% | +31.4% | +38.5% |
| YTD | +87.6% | -11.7% | +99.3% | +73.1% |
| 1Y | +114.2% | -24.2% | +138.5% | +86.0% |
| All | +114.2% | -24.5% | +138.8% | +86.0% |
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