-3.7%
APA vs VRSK
+126.1%
-129.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +4.6% | -5.2% | +9.7% | +6.7% |
| 30D | +11.9% | -2.3% | +14.2% | +12.7% |
| 3M | +22.5% | -2.9% | +25.4% | +22.4% |
| 6M | +37.5% | -12.8% | +50.3% | +43.0% |
| YTD | +87.2% | -20.8% | +108.0% | +101.7% |
| 1Y | +101.4% | -33.2% | +134.7% | +133.4% |
| 3Y | +16.9% | -26.6% | +43.5% | +24.7% |
| 5Y | +178.4% | -11.3% | +189.8% | +158.8% |
| All | -3.7% | +126.1% | -129.8% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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