+4.4%
APA vs CG
+274.5%
-270.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.3% | +6.2% | +4.4% |
| 7D | +9.6% | -1.5% | +11.1% | +10.1% |
| 30D | -0.2% | +5.7% | -5.9% | -4.7% |
| 3M | +19.8% | -17.9% | +37.7% | +31.4% |
| 6M | +30.1% | -20.2% | +50.3% | +42.1% |
| YTD | +100.4% | -32.0% | +132.4% | +133.6% |
| 1Y | +105.2% | -27.0% | +132.2% | +127.6% |
| 3Y | +44.6% | +42.8% | +1.8% | -5.1% |
| 5Y | +88.8% | -23.4% | +112.2% | +81.7% |
| All | +4.4% | +274.5% | -270.1% | -56.5% |
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