+177.2%
APA vs TRU
-36.7%
+213.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.8% | -9.4% | +10.2% | +3.3% |
| 30D | +9.6% | -4.1% | +13.7% | +10.7% |
| 3M | +18.0% | +13.6% | +4.4% | +13.2% |
| 6M | +41.9% | +3.6% | +38.3% | +38.0% |
| YTD | +86.3% | -9.8% | +96.1% | +87.8% |
| 1Y | +97.9% | -13.6% | +111.5% | +101.3% |
| 3Y | +12.8% | -2.0% | +14.7% | +8.5% |
| 5Y | +177.2% | -35.8% | +213.0% | +244.3% |
| All | +177.2% | -36.7% | +213.9% | +244.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling