+180.7%
APA vs BG
+1,131.5%
-950.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.6% |
| 7D | +0.5% | +2.8% | -2.3% | -0.9% |
| 30D | +23.4% | +12.0% | +11.4% | +16.5% |
| 3M | +12.7% | -7.7% | +20.4% | +17.0% |
| 6M | +39.4% | +4.5% | +34.9% | +35.8% |
| YTD | +79.0% | +35.7% | +43.3% | +52.6% |
| 1Y | +88.8% | +50.1% | +38.8% | +51.6% |
| 3Y | +6.4% | +12.6% | -6.3% | -2.2% |
| 5Y | +153.0% | +75.4% | +77.6% | +88.4% |
| 10Y | +7.5% | +150.5% | -142.9% | -32.3% |
| All | +180.7% | +1,131.5% | -950.8% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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