+4.5%
APA vs DG
+111.9%
-107.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +5.1% | -3.0% | +8.0% | +5.2% |
| 30D | +0.3% | +8.6% | -8.3% | -0.3% |
| 3M | +15.6% | +15.0% | +0.6% | +14.4% |
| 6M | +28.9% | +32.7% | -3.8% | +26.0% |
| YTD | +96.6% | +5.5% | +91.0% | +95.1% |
| 1Y | +95.5% | +34.6% | +60.9% | +89.6% |
| 3Y | +41.8% | +24.2% | +17.6% | +35.5% |
| 5Y | +85.4% | -32.3% | +117.7% | +94.9% |
| 10Y | +4.5% | +111.1% | -106.5% | -8.2% |
| All | +4.5% | +111.9% | -107.4% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling