+42.1%
APA vs RUN
-34.8%
+76.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.1% | +8.0% | +3.0% |
| 7D | +9.6% | -13.7% | +23.3% | +12.1% |
| 30D | -0.2% | +9.4% | -9.6% | -2.6% |
| 3M | +19.8% | -13.4% | +33.3% | +21.1% |
| 6M | +30.1% | -39.6% | +69.6% | +37.4% |
| YTD | +100.4% | -53.7% | +154.1% | +113.9% |
| 1Y | +105.2% | -56.2% | +161.4% | +120.0% |
| 3Y | +44.6% | -9.7% | +54.4% | +6.7% |
| 5Y | +88.8% | -85.5% | +174.3% | +87.0% |
| 10Y | +6.6% | +66.7% | -60.1% | -46.4% |
| All | +42.1% | -34.8% | +76.9% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling