+848.7%
APA vs UL
+2,661.1%
-1,812.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +0.5% | -1.3% | +1.9% | +1.0% |
| 30D | +23.4% | +0.5% | +22.9% | +23.1% |
| 3M | +12.7% | +17.6% | -4.9% | +5.8% |
| 6M | +39.4% | -5.4% | +44.8% | +40.3% |
| YTD | +79.0% | +0.7% | +78.2% | +75.9% |
| 1Y | +88.8% | -9.3% | +98.1% | +92.2% |
| 3Y | +6.4% | +24.5% | -18.2% | -5.7% |
| 5Y | +153.0% | +23.2% | +129.8% | +121.2% |
| 10Y | +7.5% | +64.5% | -56.9% | -15.6% |
| All | +848.7% | +2,661.1% | -1,812.3% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling