+107.2%
APA vs DG
+45.3%
+61.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +8.5% | -15.4% | -5.3% |
| 7D | -13.0% | +12.3% | -25.2% | -11.0% |
| 30D | +2.0% | +19.3% | -17.3% | +5.2% |
| 3M | +24.9% | +11.9% | +13.1% | +27.7% |
| 6M | +7.2% | +25.0% | -17.8% | +11.8% |
| YTD | +87.1% | +8.7% | +78.4% | +93.1% |
| 1Y | +107.2% | +44.7% | +62.5% | +127.7% |
| All | +107.2% | +45.3% | +61.9% | +127.7% |
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