+48.1%
APA vs ROP
-5.1%
+53.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +8.5% | +0.7% | +7.8% | +8.3% |
| 30D | +2.8% | +28.8% | -26.0% | -5.1% |
| 3M | +21.7% | +21.1% | +0.7% | +14.3% |
| 6M | +32.6% | +52.5% | -19.9% | +15.1% |
| YTD | +103.7% | +8.9% | +94.8% | +97.9% |
| 1Y | +101.8% | +8.2% | +93.6% | +96.6% |
| 3Y | +48.1% | -5.2% | +53.2% | +55.0% |
| All | +48.1% | -5.1% | +53.1% | +55.0% |
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 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