+6.1%
APA vs CP
+257.3%
-251.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.0% |
| 7D | +8.5% | +2.1% | +6.4% | +6.5% |
| 30D | +2.8% | +9.3% | -6.5% | -5.7% |
| 3M | +21.7% | +0.5% | +21.2% | +19.7% |
| 6M | +32.6% | +10.4% | +22.2% | +18.4% |
| YTD | +103.7% | +28.7% | +75.0% | +54.0% |
| 1Y | +101.8% | +33.2% | +68.6% | +47.5% |
| 3Y | +48.1% | +38.4% | +9.6% | -2.1% |
| 5Y | +91.9% | +26.2% | +65.7% | +33.4% |
| All | +6.1% | +257.3% | -251.2% | -66.7% |
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