+37.3%
APA vs UL
+34.1%
+3.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | 0.0% |
| 7D | -8.7% | +0.3% | -9.0% | -8.6% |
| 30D | -2.4% | +7.0% | -9.4% | -1.0% |
| 3M | +19.0% | +5.8% | +13.2% | +20.5% |
| 6M | +26.8% | +16.1% | +10.7% | +30.8% |
| YTD | +87.3% | +4.5% | +82.9% | +92.3% |
| 1Y | +92.3% | -1.3% | +93.6% | +95.9% |
| 3Y | +37.3% | +35.0% | +2.3% | +30.5% |
| All | +37.3% | +34.1% | +3.1% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling