+8.1%
APA vs ROP
-15.8%
+23.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -2.1% |
| 7D | +0.5% | -4.4% | +5.0% | +1.9% |
| 30D | +23.4% | +3.2% | +20.2% | +22.3% |
| 3M | +12.7% | +23.1% | -10.4% | +5.4% |
| 6M | +39.4% | +13.3% | +26.1% | +33.9% |
| YTD | +79.0% | -7.9% | +86.8% | +83.1% |
| 1Y | +88.8% | -22.1% | +110.9% | +107.1% |
| All | +8.1% | -15.8% | +23.9% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling