-4.1%
APA vs RUN
+43.4%
-47.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | +0.8% | -3.4% | +4.2% | +1.4% |
| 30D | +9.6% | -14.0% | +23.6% | +12.2% |
| 3M | +18.0% | -27.5% | +45.5% | +23.0% |
| 6M | +41.9% | -29.0% | +70.8% | +45.8% |
| YTD | +86.3% | -53.1% | +139.4% | +101.4% |
| 1Y | +97.9% | -46.7% | +144.6% | +104.7% |
| 3Y | +12.8% | -38.3% | +51.1% | -11.6% |
| 5Y | +177.2% | -80.7% | +257.9% | +155.1% |
| All | -4.1% | +43.4% | -47.5% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RUN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling