+848.7%
APA vs CAG
+604.9%
+243.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | +0.5% | -3.8% | +4.3% | +1.4% |
| 30D | +23.4% | +3.1% | +20.3% | +22.5% |
| 3M | +12.7% | +23.5% | -10.8% | +7.1% |
| 6M | +39.4% | -14.8% | +54.3% | +43.4% |
| YTD | +79.0% | -5.4% | +84.4% | +79.7% |
| 1Y | +88.8% | -11.8% | +100.6% | +92.1% |
| 3Y | +6.4% | -36.7% | +43.0% | +15.3% |
| 5Y | +153.0% | -40.3% | +193.2% | +175.8% |
| 10Y | +7.5% | -37.0% | +44.5% | +10.6% |
| All | +848.7% | +604.9% | +243.9% | +453.6% |
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