+179.1%
APA vs RSG
+90.7%
+88.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +9.3% | +3.7% | +5.7% | +7.7% |
| 3M | +23.3% | +6.2% | +17.2% | +20.3% |
| 6M | +39.5% | -2.8% | +42.3% | +40.8% |
| YTD | +87.6% | +5.9% | +81.7% | +83.4% |
| 1Y | +114.2% | -1.8% | +116.0% | +115.0% |
| 3Y | +13.6% | +57.5% | -43.9% | -9.6% |
| All | +179.1% | +90.7% | +88.4% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling