+157.1%
APA vs VRSK
-11.9%
+169.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +0.8% | -7.7% | +8.5% | +2.0% |
| 30D | +9.6% | -2.8% | +12.4% | +10.0% |
| 3M | +18.0% | -3.7% | +21.7% | +18.1% |
| 6M | +41.9% | -12.8% | +54.6% | +43.9% |
| YTD | +86.3% | -21.0% | +107.3% | +91.9% |
| 1Y | +97.9% | -32.5% | +130.3% | +109.7% |
| 3Y | +12.8% | -26.5% | +39.3% | +15.8% |
| All | +157.1% | -11.9% | +169.1% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling