+114.2%
APA vs UL
-8.6%
+122.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.6% | +2.5% |
| 7D | +0.3% | -3.2% | +3.5% | -0.6% |
| 30D | +9.3% | -0.6% | +9.9% | +9.1% |
| 3M | +23.3% | +9.4% | +13.9% | +26.9% |
| 6M | +39.5% | -4.1% | +43.6% | +44.4% |
| YTD | +87.6% | -2.0% | +89.6% | +92.4% |
| 1Y | +114.2% | -9.0% | +123.2% | +116.2% |
| All | +114.2% | -8.6% | +122.8% | +116.2% |
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