-2.6%
APA vs DG
+102.6%
-105.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.6% | +5.5% | +3.1% |
| 7D | +0.3% | -4.8% | +5.1% | +0.6% |
| 30D | +9.3% | +1.8% | +7.6% | +9.1% |
| 3M | +23.3% | +14.5% | +8.9% | +21.9% |
| 6M | +39.5% | -13.6% | +53.0% | +40.8% |
| YTD | +87.6% | -4.8% | +92.5% | +87.7% |
| 1Y | +114.2% | +21.6% | +92.7% | +109.1% |
| 3Y | +13.6% | +4.5% | +9.1% | +10.4% |
| 5Y | +175.6% | -38.5% | +214.1% | +191.5% |
| 10Y | -2.6% | +102.2% | -104.9% | -17.0% |
| All | -2.6% | +102.6% | -105.3% | -17.0% |
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 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