+87.8%
APA vs RSG
+99.6%
-11.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.4% |
| 7D | +9.6% | +1.4% | +8.2% | +9.0% |
| 30D | -0.2% | +15.0% | -15.3% | -5.9% |
| 3M | +19.8% | +18.5% | +1.4% | +11.6% |
| 6M | +30.1% | +25.8% | +4.3% | +18.1% |
| YTD | +100.4% | +20.8% | +79.6% | +85.2% |
| 1Y | +105.2% | +24.8% | +80.4% | +87.3% |
| 3Y | +44.6% | +65.9% | -21.3% | +12.8% |
| All | +87.8% | +99.6% | -11.8% | +29.1% |
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