+6.1%
APA vs CAG
-37.3%
+43.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | +8.5% | -3.3% | +11.9% | +9.0% |
| 30D | +2.8% | +7.7% | -4.9% | +1.4% |
| 3M | +21.7% | -3.2% | +24.9% | +22.0% |
| 6M | +32.6% | +7.0% | +25.7% | +30.6% |
| YTD | +103.7% | -9.0% | +112.7% | +105.2% |
| 1Y | +101.8% | -9.6% | +111.4% | +103.5% |
| 3Y | +48.1% | -36.0% | +84.0% | +56.1% |
| 5Y | +91.9% | -40.9% | +132.8% | +104.3% |
| All | +6.1% | -37.3% | +43.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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