+255.2%
AG vs APA
+5.2%
+250.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.1% | -2.9% |
| 7D | -10.0% | +8.5% | -18.5% | -12.3% |
| 30D | -10.5% | +2.8% | -13.3% | -11.9% |
| 3M | -27.3% | +21.7% | -49.0% | -32.4% |
| 6M | -43.0% | +32.6% | -75.6% | -49.3% |
| YTD | -17.9% | +103.7% | -121.6% | -38.2% |
| 1Y | +11.9% | +101.8% | -89.9% | -15.6% |
| 3Y | +201.8% | +48.1% | +153.8% | +139.6% |
| 5Y | -0.1% | +91.9% | -92.0% | -32.0% |
| 10Y | +72.7% | +8.4% | +64.4% | +3.4% |
| All | +255.2% | +5.2% | +250.0% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling