+154.8%
APA vs CAG
-40.1%
+194.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | +0.5% | -3.8% | +4.3% | +1.2% |
| 30D | +23.4% | +3.1% | +20.3% | +22.7% |
| 3M | +12.7% | +23.5% | -10.8% | +8.0% |
| 6M | +39.4% | -14.8% | +54.3% | +44.0% |
| YTD | +79.0% | -5.4% | +84.4% | +80.4% |
| 1Y | +88.8% | -11.8% | +100.6% | +92.8% |
| 3Y | +6.4% | -36.7% | +43.0% | +14.6% |
| All | +154.8% | -40.1% | +194.9% | +169.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling