+430.5%
APA vs RSG
+2,310.6%
-1,880.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +8.5% | +2.5% | +6.0% | +7.6% |
| 30D | +2.8% | +12.7% | -9.9% | -1.6% |
| 3M | +21.7% | +17.9% | +3.8% | +14.6% |
| 6M | +32.6% | +25.0% | +7.6% | +22.2% |
| YTD | +103.7% | +20.8% | +82.9% | +90.1% |
| 1Y | +101.8% | +24.3% | +77.5% | +86.4% |
| 3Y | +48.1% | +65.3% | -17.2% | +22.3% |
| 5Y | +91.9% | +99.1% | -7.2% | +47.7% |
| 10Y | +8.4% | +452.4% | -444.0% | -38.8% |
| All | +430.5% | +2,310.6% | -1,880.1% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling