+895.0%
APA vs CP
+7,734.8%
-6,839.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.6% |
| 7D | -15.5% | +2.8% | -18.3% | -17.0% |
| 30D | +2.4% | +10.2% | -7.8% | -3.3% |
| 3M | +22.8% | +2.4% | +20.4% | +20.3% |
| 6M | +17.9% | +7.7% | +10.3% | +11.7% |
| YTD | +87.7% | +26.0% | +61.7% | +61.1% |
| 1Y | +94.2% | +34.6% | +59.6% | +60.4% |
| 3Y | +27.2% | +26.7% | +0.5% | +7.1% |
| 5Y | +74.1% | +24.9% | +49.2% | +47.1% |
| 10Y | +2.6% | +258.6% | -256.0% | -42.7% |
| All | +895.0% | +7,734.8% | -6,839.8% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling