-2.0%
APA vs TRU
+238.0%
-240.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.9% | +2.7% | -0.7% |
| 7D | +0.5% | -6.8% | +7.3% | +3.4% |
| 30D | +23.4% | 0.0% | +23.4% | +23.1% |
| 3M | +12.7% | +13.3% | -0.6% | +5.2% |
| 6M | +39.4% | +3.4% | +36.0% | +33.0% |
| YTD | +79.0% | -6.4% | +85.3% | +76.3% |
| 1Y | +88.8% | -9.7% | +98.5% | +87.2% |
| 3Y | +6.4% | +0.1% | +6.2% | -5.6% |
| 5Y | +153.0% | -34.0% | +187.0% | +178.5% |
| 10Y | +7.5% | +147.9% | -140.3% | -36.1% |
| All | -2.0% | +238.0% | -240.0% | -50.5% |
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