-4.1%
APA vs AGI
+388.9%
-393.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.4% |
| 7D | +0.8% | -5.3% | +6.0% | +1.3% |
| 30D | +9.6% | +6.8% | +2.9% | +8.9% |
| 3M | +18.0% | +8.3% | +9.7% | +16.6% |
| 6M | +41.9% | -29.2% | +71.1% | +45.2% |
| YTD | +86.3% | -7.3% | +93.6% | +84.5% |
| 1Y | +97.9% | +8.0% | +89.8% | +92.1% |
| 3Y | +12.8% | +206.6% | -193.8% | -3.8% |
| 5Y | +177.2% | +398.1% | -220.9% | +123.3% |
| All | -4.1% | +388.9% | -393.0% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling