-3.7%
APA vs AJG
+473.1%
-476.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +1.2% |
| 7D | +4.6% | -8.3% | +12.9% | +9.8% |
| 30D | +11.9% | -5.7% | +17.6% | +15.3% |
| 3M | +22.5% | +9.1% | +13.4% | +14.4% |
| 6M | +37.5% | +15.2% | +22.3% | +22.9% |
| YTD | +87.2% | -6.3% | +93.4% | +89.1% |
| 1Y | +101.4% | -19.1% | +120.6% | +123.2% |
| 3Y | +16.9% | +8.2% | +8.7% | -1.4% |
| 5Y | +178.4% | +75.6% | +102.8% | +51.5% |
| All | -3.7% | +473.1% | -476.8% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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