+90.9%
APA vs RSG
+99.6%
-8.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +8.5% | +2.5% | +6.0% | +7.5% |
| 30D | +2.8% | +12.7% | -9.9% | -2.2% |
| 3M | +21.7% | +17.9% | +3.8% | +13.6% |
| 6M | +32.6% | +25.0% | +7.6% | +20.7% |
| YTD | +103.7% | +20.8% | +82.9% | +88.3% |
| 1Y | +101.8% | +24.3% | +77.5% | +84.5% |
| 3Y | +48.1% | +65.3% | -17.2% | +15.7% |
| All | +90.9% | +99.6% | -8.7% | +31.2% |
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 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