+445.6%
AG vs APA
-7.6%
+453.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.0% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | +19.2% | +23.4% | -4.2% | +11.4% |
| 3M | +6.2% | +12.7% | -6.5% | +1.1% |
| 6M | -26.7% | +39.4% | -66.1% | -36.7% |
| YTD | +26.1% | +79.0% | -52.8% | -0.1% |
| 1Y | +131.7% | +88.8% | +42.8% | +79.0% |
| 3Y | +255.3% | +6.4% | +249.0% | +216.9% |
| 5Y | +61.9% | +153.0% | -91.0% | +0.1% |
| 10Y | +72.0% | +7.5% | +64.5% | -0.4% |
| All | +445.6% | -7.6% | +453.2% | +254.0% |
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 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