+13.6%
AGG vs APA
+45.9%
-32.3%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.1% |
| 7D | -1.5% | +8.5% | -10.0% | -1.4% |
| 30D | +0.6% | +2.8% | -2.1% | +0.7% |
| 3M | -1.6% | +21.7% | -23.3% | -1.4% |
| 6M | -1.6% | +32.6% | -34.2% | -1.2% |
| YTD | -1.5% | +103.7% | -105.2% | -0.9% |
| 1Y | -1.1% | +101.8% | -102.9% | -0.5% |
| 3Y | +13.6% | +48.1% | -34.4% | +14.1% |
| All | +13.6% | +45.9% | -32.3% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling