+894.7%
APA vs RRX
+3,824.6%
-2,929.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.5% | +3.9% |
| 7D | +0.3% | -0.7% | +1.0% | +0.5% |
| 30D | +9.3% | -8.0% | +17.3% | +12.5% |
| 3M | +23.3% | -25.1% | +48.4% | +33.8% |
| 6M | +39.5% | -18.3% | +57.8% | +41.9% |
| YTD | +87.6% | +14.2% | +73.5% | +64.7% |
| 1Y | +114.2% | +13.0% | +101.2% | +87.1% |
| 3Y | +13.6% | +4.2% | +9.4% | -1.2% |
| 5Y | +175.6% | +17.9% | +157.7% | +124.7% |
| 10Y | -2.6% | +220.4% | -223.1% | -41.6% |
| All | +894.7% | +3,824.6% | -2,929.9% | +389.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling