+177.2%
APA vs AGI
+389.1%
-211.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.3% |
| 7D | +0.8% | -5.4% | +6.2% | +1.5% |
| 30D | +9.6% | +6.6% | +3.0% | +8.6% |
| 3M | +18.0% | +8.2% | +9.8% | +16.0% |
| 6M | +41.9% | -29.3% | +71.2% | +47.8% |
| YTD | +86.3% | -7.4% | +93.7% | +82.3% |
| 1Y | +97.9% | +7.9% | +89.9% | +86.2% |
| 3Y | +12.8% | +206.2% | -193.4% | -22.4% |
| 5Y | +177.2% | +397.6% | -220.4% | +60.8% |
| All | +177.2% | +389.1% | -211.9% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling