-36.2%
APA vs VRSK
+593.4%
-629.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.5% | +2.4% |
| 7D | +0.3% | -5.4% | +5.7% | +2.5% |
| 30D | +9.3% | -1.8% | +11.1% | +9.8% |
| 3M | +23.3% | -2.2% | +25.6% | +23.0% |
| 6M | +39.5% | -14.9% | +54.4% | +46.7% |
| YTD | +87.6% | -20.0% | +107.6% | +101.2% |
| 1Y | +114.2% | -33.1% | +147.4% | +147.2% |
| 3Y | +13.6% | -25.6% | +39.2% | +21.0% |
| 5Y | +175.6% | -10.1% | +185.7% | +159.8% |
| 10Y | -2.6% | +128.4% | -131.1% | -40.3% |
| All | -36.2% | +593.4% | -629.5% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling