+8.1%
APA vs CG
+60.2%
-52.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.7% |
| 7D | +0.5% | -4.3% | +4.9% | +1.9% |
| 30D | +23.4% | -5.1% | +28.5% | +25.1% |
| 3M | +12.7% | +8.7% | +4.0% | +8.0% |
| 6M | +39.4% | -9.2% | +48.7% | +41.7% |
| YTD | +79.0% | -18.9% | +97.8% | +89.3% |
| 1Y | +88.8% | -25.6% | +114.5% | +107.1% |
| All | +8.1% | +60.2% | -52.2% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling