+88.8%
APA vs DG
+23.4%
+65.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.0% |
| 7D | +0.5% | +8.4% | -7.9% | +1.6% |
| 30D | +23.4% | +4.9% | +18.5% | +24.2% |
| 3M | +12.7% | +29.3% | -16.6% | +16.5% |
| 6M | +39.4% | -11.3% | +50.7% | +41.7% |
| YTD | +79.0% | +1.8% | +77.2% | +81.7% |
| 1Y | +88.8% | +25.3% | +63.5% | +99.0% |
| All | +88.8% | +23.4% | +65.4% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling