+69.8%
APA vs ROP
+1.1%
+68.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.6% | +3.6% |
| 7D | -15.5% | +2.1% | -17.6% | -16.4% |
| 30D | +2.4% | +32.9% | -30.5% | -8.3% |
| 3M | +22.8% | +20.0% | +2.8% | +14.1% |
| 6M | +17.9% | +36.4% | -18.5% | +3.6% |
| YTD | +87.7% | +7.8% | +79.8% | +80.9% |
| 1Y | +94.2% | +8.0% | +86.2% | +86.8% |
| 3Y | +27.2% | -3.5% | +30.7% | +28.1% |
| All | +69.8% | +1.1% | +68.7% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling