+154.8%
APA vs CF
+227.0%
-72.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -1.3% |
| 7D | +0.5% | +6.0% | -5.5% | -2.9% |
| 30D | +23.4% | +14.8% | +8.6% | +13.5% |
| 3M | +12.7% | +14.1% | -1.4% | +3.9% |
| 6M | +39.4% | +28.5% | +10.9% | +17.8% |
| YTD | +79.0% | +74.9% | +4.0% | +26.2% |
| 1Y | +88.8% | +61.7% | +27.1% | +38.3% |
| 3Y | +6.4% | +80.3% | -74.0% | -29.7% |
| All | +154.8% | +227.0% | -72.2% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling