+905.9%
APA vs RVTY
+2,976.2%
-2,070.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -5.5% | -2.7% | -2.9% | -4.8% |
| 30D | -1.2% | +3.2% | -4.4% | -2.3% |
| 3M | +10.6% | +37.2% | -26.6% | +0.5% |
| 6M | +28.4% | +57.7% | -29.3% | +11.4% |
| YTD | +89.7% | +64.8% | +24.9% | +59.9% |
| 1Y | +90.6% | +72.8% | +17.8% | +58.2% |
| 3Y | +36.9% | +89.8% | -52.9% | +9.2% |
| 5Y | +83.2% | -8.4% | +91.7% | +75.5% |
| 10Y | -0.1% | +219.5% | -219.6% | -30.5% |
| All | +905.9% | +2,976.2% | -2,070.3% | +250.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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