+67.9%
AG vs APA
+156.3%
-88.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.9% | -1.4% |
| 7D | +4.5% | -1.7% | +6.2% | +4.9% |
| 30D | +12.9% | +15.7% | -2.9% | +9.3% |
| 3M | +20.9% | +16.5% | +4.5% | +16.1% |
| 6M | -19.5% | +35.1% | -54.6% | -27.3% |
| YTD | +24.8% | +82.2% | -57.4% | +3.2% |
| 1Y | +120.2% | +102.5% | +17.8% | +75.8% |
| 3Y | +279.0% | +10.3% | +268.7% | +246.0% |
| 5Y | +67.9% | +166.1% | -98.2% | +21.0% |
| All | +67.9% | +156.3% | -88.4% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling