+107.2%
APA vs RRX
+30.0%
+77.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.6% | -3.2% | -7.3% |
| 7D | -13.0% | +7.6% | -20.6% | -11.9% |
| 30D | +2.0% | +7.5% | -5.5% | +3.3% |
| 3M | +24.9% | -21.0% | +45.9% | +22.4% |
| 6M | +7.2% | -18.1% | +25.3% | +7.4% |
| YTD | +87.1% | +24.3% | +62.8% | +90.1% |
| 1Y | +107.2% | +29.3% | +77.9% | +114.7% |
| All | +107.2% | +30.0% | +77.2% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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