-2.6%
APA vs CG
+324.5%
-327.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.0% | +7.0% | +5.3% |
| 7D | +0.3% | -6.4% | +6.7% | +4.1% |
| 30D | +9.3% | -7.1% | +16.4% | +13.2% |
| 3M | +23.3% | -1.6% | +24.9% | +21.5% |
| 6M | +39.5% | -8.3% | +47.8% | +40.2% |
| YTD | +87.6% | -23.8% | +111.4% | +107.6% |
| 1Y | +114.2% | -28.7% | +143.0% | +144.8% |
| 3Y | +13.6% | +49.2% | -35.6% | -26.2% |
| 5Y | +175.6% | +5.5% | +170.1% | +112.6% |
| 10Y | -2.6% | +331.2% | -333.9% | -63.3% |
| All | -2.6% | +324.5% | -327.1% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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