-2.6%
APA vs UL
+65.2%
-67.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.6% | +3.4% |
| 7D | +0.3% | -3.2% | +3.5% | +1.2% |
| 30D | +9.3% | -0.6% | +9.9% | +9.4% |
| 3M | +23.3% | +9.4% | +13.9% | +19.6% |
| 6M | +39.5% | -4.1% | +43.6% | +40.3% |
| YTD | +87.6% | -2.0% | +89.6% | +86.8% |
| 1Y | +114.2% | -9.0% | +123.2% | +118.3% |
| 3Y | +13.6% | +21.8% | -8.2% | +0.9% |
| 5Y | +175.6% | +20.6% | +155.0% | +141.4% |
| 10Y | -2.6% | +67.7% | -70.4% | -17.3% |
| All | -2.6% | +65.2% | -67.8% | -17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling