+107.2%
APA vs CP
+35.2%
+71.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.5% | -10.4% | -6.3% |
| 7D | -13.0% | +5.6% | -18.5% | -12.2% |
| 30D | +2.0% | +10.0% | -8.1% | +3.1% |
| 3M | +24.9% | +4.4% | +20.5% | +25.6% |
| 6M | +7.2% | +14.1% | -6.9% | +8.4% |
| YTD | +87.1% | +29.1% | +58.0% | +78.1% |
| 1Y | +107.2% | +34.6% | +72.6% | +100.3% |
| All | +107.2% | +35.2% | +71.9% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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