+166.1%
APA vs CG
+9.5%
+156.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.7% |
| 7D | -1.7% | -1.3% | -0.4% | -1.2% |
| 30D | +15.7% | -3.2% | +18.9% | +16.8% |
| 3M | +16.5% | +6.2% | +10.2% | +11.6% |
| 6M | +35.1% | -4.7% | +39.8% | +33.8% |
| YTD | +82.2% | -20.6% | +102.8% | +94.4% |
| 1Y | +102.5% | -26.4% | +128.8% | +122.7% |
| 3Y | +10.3% | +55.4% | -45.1% | -19.8% |
| 5Y | +166.1% | +9.8% | +156.3% | +115.8% |
| All | +166.1% | +9.5% | +156.6% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling