-13.4%
APA vs CF
+5,277.9%
-5,291.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.2% | -8.4% | -5.4% |
| 7D | -15.6% | +0.4% | -16.0% | -15.8% |
| 30D | -0.9% | +2.2% | -3.1% | -2.1% |
| 3M | +26.1% | +2.1% | +24.0% | +24.4% |
| 6M | +6.1% | -6.5% | +12.6% | +9.3% |
| YTD | +82.8% | +55.6% | +27.3% | +44.2% |
| 1Y | +106.5% | +42.3% | +64.2% | +69.7% |
| 3Y | +21.9% | +55.7% | -33.9% | -6.2% |
| 5Y | +69.7% | +122.4% | -52.8% | +6.9% |
| 10Y | 0.0% | +568.5% | -568.6% | -59.0% |
| All | -13.4% | +5,277.9% | -5,291.4% | -82.0% |
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 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