+893.2%
APA vs UL
+2,764.7%
-1,871.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -8.7% | +0.3% | -9.0% | -9.0% |
| 30D | -2.4% | +7.0% | -9.4% | -5.0% |
| 3M | +19.0% | +5.8% | +13.2% | +16.1% |
| 6M | +26.8% | +16.1% | +10.7% | +18.9% |
| YTD | +87.3% | +4.5% | +82.9% | +81.0% |
| 1Y | +92.3% | -1.3% | +93.6% | +89.5% |
| 3Y | +37.3% | +35.0% | +2.3% | +17.8% |
| 5Y | +73.2% | +31.9% | +41.3% | +47.1% |
| 10Y | -0.9% | +99.3% | -100.1% | -27.7% |
| All | +893.2% | +2,764.7% | -1,871.5% | +291.7% |
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