+219.5%
APA vs BG
+954.5%
-735.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +0.8% |
| 7D | +8.5% | +2.6% | +6.0% | +7.1% |
| 30D | +2.8% | -6.7% | +9.4% | +6.2% |
| 3M | +21.7% | -9.3% | +31.0% | +27.3% |
| 6M | +32.6% | -18.3% | +51.0% | +45.9% |
| YTD | +103.7% | +16.2% | +87.5% | +87.4% |
| 1Y | +101.8% | +7.6% | +94.2% | +92.8% |
| 3Y | +48.1% | +6.6% | +41.5% | +39.8% |
| 5Y | +91.9% | +22.2% | +69.7% | +69.8% |
| 10Y | +8.4% | +112.0% | -103.7% | -25.8% |
| All | +219.5% | +954.5% | -735.0% | +90.5% |
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