+4.5%
APA vs CP
+251.7%
-247.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +5.1% | -0.7% | +5.7% | +5.6% |
| 30D | +0.3% | +9.6% | -9.3% | -8.2% |
| 3M | +15.6% | +2.2% | +13.4% | +11.9% |
| 6M | +28.9% | +11.1% | +17.8% | +14.5% |
| YTD | +96.6% | +28.2% | +68.4% | +49.1% |
| 1Y | +95.5% | +32.2% | +63.4% | +43.7% |
| 3Y | +41.8% | +35.5% | +6.3% | -4.2% |
| 5Y | +85.4% | +26.8% | +58.6% | +28.1% |
| 10Y | +4.5% | +256.9% | -252.4% | -66.8% |
| All | +4.5% | +251.7% | -247.2% | -66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling