+288.7%
AG vs APA
-2.0%
+290.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.1% | -6.3% |
| 7D | +6.0% | -5.5% | +11.5% | +7.5% |
| 30D | -13.5% | -1.2% | -12.4% | -13.9% |
| 3M | -20.7% | +10.6% | -31.2% | -24.0% |
| 6M | -31.5% | +28.4% | -60.0% | -38.4% |
| YTD | -10.1% | +89.7% | -99.9% | -30.8% |
| 1Y | +26.0% | +90.6% | -64.6% | -3.3% |
| 3Y | +228.9% | +36.9% | +192.0% | +167.7% |
| 5Y | +8.7% | +83.2% | -74.6% | -25.0% |
| 10Y | +71.9% | -0.1% | +72.0% | +6.1% |
| All | +288.7% | -2.0% | +290.8% | +145.1% |
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