+97.9%
APA vs CG
-30.6%
+128.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.9% |
| 7D | +0.8% | -9.8% | +10.6% | -0.3% |
| 30D | +9.6% | -10.3% | +19.9% | +8.4% |
| 3M | +18.0% | -1.7% | +19.7% | +17.6% |
| 6M | +41.9% | -9.8% | +51.7% | +41.1% |
| YTD | +86.3% | -25.6% | +111.9% | +89.7% |
| 1Y | +97.9% | -32.5% | +130.4% | +95.1% |
| All | +97.9% | -30.6% | +128.4% | +95.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling