+101.4%
APA vs RRX
+15.2%
+86.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.2% | +0.7% |
| 7D | +4.6% | -0.3% | +4.9% | +4.6% |
| 30D | +11.9% | -6.1% | +18.0% | +11.5% |
| 3M | +22.5% | -23.1% | +45.5% | +21.3% |
| 6M | +37.5% | -19.5% | +57.1% | +38.7% |
| YTD | +87.2% | +16.1% | +71.1% | +73.4% |
| 1Y | +101.4% | +12.9% | +88.5% | +87.9% |
| All | +101.4% | +15.2% | +86.3% | +87.9% |
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