-3.5%
APA vs RUN
+46.2%
-49.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.6% | +7.5% | +3.8% |
| 7D | +0.3% | -1.8% | +2.1% | +0.6% |
| 30D | +9.3% | -10.8% | +20.2% | +11.2% |
| 3M | +23.3% | -30.2% | +53.5% | +29.4% |
| 6M | +39.5% | -22.3% | +61.8% | +40.8% |
| YTD | +87.6% | -52.2% | +139.8% | +102.1% |
| 1Y | +114.2% | -45.1% | +159.3% | +120.4% |
| 3Y | +13.6% | -37.1% | +50.7% | -11.3% |
| 5Y | +175.6% | -80.3% | +255.9% | +152.6% |
| All | -3.5% | +46.2% | -49.6% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling