+107.2%
APA vs UL
+1.7%
+105.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.3% | -10.1% | -6.0% |
| 7D | -13.0% | +4.7% | -17.6% | -11.9% |
| 30D | +2.0% | +11.6% | -9.6% | +4.9% |
| 3M | +24.9% | +5.3% | +19.6% | +26.8% |
| 6M | +7.2% | +16.0% | -8.9% | +11.8% |
| YTD | +87.1% | +5.0% | +82.1% | +95.0% |
| 1Y | +107.2% | +1.1% | +106.0% | +116.6% |
| All | +107.2% | +1.7% | +105.5% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling