+138.7%
APA vs AGI
+4,227.8%
-4,089.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.2% | +6.1% | +2.4% |
| 7D | +9.6% | -7.5% | +17.1% | +10.5% |
| 30D | -0.2% | -9.9% | +9.6% | +0.6% |
| 3M | +19.8% | -14.2% | +34.0% | +21.2% |
| 6M | +30.1% | -35.2% | +65.3% | +34.9% |
| YTD | +100.4% | -25.2% | +125.7% | +102.2% |
| 1Y | +105.2% | -14.3% | +119.5% | +103.5% |
| 3Y | +44.6% | +127.7% | -83.1% | +25.1% |
| 5Y | +88.8% | +243.4% | -154.6% | +53.7% |
| 10Y | +6.6% | +384.1% | -377.5% | -22.4% |
| All | +138.7% | +4,227.8% | -4,089.2% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling