+0.3%
APA vs CF
+561.7%
-561.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +2.2% |
| 7D | -15.5% | -3.2% | -12.3% | -13.7% |
| 30D | +2.4% | +4.3% | -1.9% | -0.8% |
| 3M | +22.8% | +2.8% | +20.0% | +19.7% |
| 6M | +17.9% | +0.6% | +17.3% | +16.0% |
| YTD | +87.7% | +56.6% | +31.0% | +32.7% |
| 1Y | +94.2% | +49.6% | +44.6% | +41.5% |
| 3Y | +27.2% | +61.5% | -34.3% | -16.3% |
| 5Y | +74.1% | +124.0% | -49.8% | -17.9% |
| All | +0.3% | +561.7% | -561.4% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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