+5.8%
APA vs CP
+17.1%
-11.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +0.5% | -2.7% | +3.2% | +1.5% |
| 30D | +23.4% | +0.2% | +23.2% | +23.0% |
| 3M | +12.7% | +2.6% | +10.1% | +11.2% |
| 6M | +39.4% | +6.0% | +33.5% | +34.8% |
| YTD | +79.0% | +24.9% | +54.0% | +58.3% |
| 1Y | +88.8% | +20.1% | +68.7% | +70.5% |
| All | +5.8% | +17.1% | -11.3% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling