+61.6%
AG vs APA
-2.4%
+64.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -3.0% |
| 7D | -6.7% | +4.6% | -11.3% | -7.4% |
| 30D | +2.2% | +11.9% | -9.7% | +0.3% |
| 3M | +15.7% | +22.5% | -6.8% | +11.3% |
| 6M | -23.8% | +37.5% | -61.3% | -29.2% |
| YTD | +17.6% | +87.2% | -69.5% | +3.0% |
| 1Y | +88.6% | +101.4% | -12.8% | +62.4% |
| 3Y | +253.4% | +16.9% | +236.5% | +226.3% |
| 5Y | +62.4% | +178.4% | -116.0% | +29.1% |
| All | +61.6% | -2.4% | +64.0% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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