-15.3%
APA vs CF
+5,948.3%
-5,963.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -1.5% |
| 7D | +0.5% | +6.0% | -5.5% | -2.4% |
| 30D | +23.4% | +14.8% | +8.6% | +14.8% |
| 3M | +12.7% | +14.1% | -1.4% | +5.1% |
| 6M | +39.4% | +28.5% | +10.9% | +21.0% |
| YTD | +79.0% | +74.9% | +4.0% | +33.1% |
| 1Y | +88.8% | +61.7% | +27.1% | +45.2% |
| 3Y | +6.4% | +80.3% | -74.0% | -24.2% |
| 5Y | +153.0% | +226.0% | -73.0% | +31.8% |
| 10Y | +7.5% | +569.9% | -562.3% | -56.6% |
| All | -15.3% | +5,948.3% | -5,963.6% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling