+27.2%
APA vs CP
+26.5%
+0.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.2% |
| 7D | -15.5% | +2.8% | -18.3% | -16.5% |
| 30D | +2.4% | +10.2% | -7.8% | -1.4% |
| 3M | +22.8% | +2.4% | +20.4% | +21.1% |
| 6M | +17.9% | +7.7% | +10.3% | +13.5% |
| YTD | +87.7% | +26.0% | +61.7% | +64.7% |
| 1Y | +94.2% | +34.6% | +59.6% | +64.3% |
| 3Y | +27.2% | +26.7% | +0.5% | +6.5% |
| All | +27.2% | +26.5% | +0.7% | +6.5% |
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