+11.6%
APA vs TRU
+243.6%
-232.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +8.5% | 0.0% | +8.5% | +8.5% |
| 30D | +2.8% | +21.3% | -18.5% | -6.2% |
| 3M | +21.7% | +0.2% | +21.5% | +19.8% |
| 6M | +32.6% | +22.4% | +10.2% | +17.7% |
| YTD | +103.7% | -4.8% | +108.5% | +96.8% |
| 1Y | +101.8% | -0.2% | +102.0% | +90.1% |
| 3Y | +48.1% | +57.9% | -9.9% | +5.4% |
| 5Y | +91.9% | -26.1% | +118.0% | +94.9% |
| 10Y | +8.4% | +184.8% | -176.5% | -40.7% |
| All | +11.6% | +243.6% | -232.0% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling