-0.1%
APA vs CG
+308.6%
-308.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.1% |
| 7D | -5.5% | +2.0% | -7.5% | -7.2% |
| 30D | -1.2% | +8.5% | -9.7% | -6.8% |
| 3M | +10.6% | -12.1% | +22.7% | +16.8% |
| 6M | +28.4% | -16.4% | +44.9% | +36.8% |
| YTD | +89.7% | -28.0% | +117.7% | +114.3% |
| 1Y | +90.6% | -18.9% | +109.5% | +98.4% |
| 3Y | +36.9% | +51.2% | -14.3% | -12.9% |
| 5Y | +83.2% | -15.9% | +99.1% | +65.8% |
| 10Y | -0.1% | +305.9% | -306.0% | -60.5% |
| All | -0.1% | +308.6% | -308.7% | -60.5% |
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