-3.7%
APA vs RSG
+428.9%
-432.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | 0.0% |
| 7D | +4.6% | 0.0% | +4.6% | +4.6% |
| 30D | +11.9% | +4.0% | +8.0% | +9.1% |
| 3M | +22.5% | +7.4% | +15.1% | +16.6% |
| 6M | +37.5% | +0.1% | +37.4% | +36.9% |
| YTD | +87.2% | +6.0% | +81.1% | +79.4% |
| 1Y | +101.4% | -3.0% | +104.4% | +104.1% |
| 3Y | +16.9% | +56.5% | -39.6% | -18.9% |
| 5Y | +178.4% | +90.9% | +87.5% | +59.9% |
| All | -3.7% | +428.9% | -432.6% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling