+893.2%
APA vs CAG
+604.3%
+288.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -8.7% | +4.6% | -13.3% | -9.8% |
| 30D | -2.4% | +14.7% | -17.1% | -5.6% |
| 3M | +19.0% | +2.4% | +16.6% | +17.9% |
| 6M | +26.8% | +10.7% | +16.1% | +23.0% |
| YTD | +87.3% | -5.5% | +92.9% | +87.5% |
| 1Y | +92.3% | -4.6% | +96.9% | +91.9% |
| 3Y | +37.3% | -34.4% | +71.7% | +47.1% |
| 5Y | +73.2% | -39.2% | +112.4% | +87.4% |
| 10Y | -0.9% | -39.0% | +38.1% | +2.6% |
| All | +893.2% | +604.3% | +288.9% | +477.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling