+8.1%
APA vs DG
+12.2%
-4.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.1% |
| 7D | +0.5% | +8.4% | -7.9% | +0.9% |
| 30D | +23.4% | +4.9% | +18.5% | +23.7% |
| 3M | +12.7% | +29.3% | -16.6% | +14.0% |
| 6M | +39.4% | -11.3% | +50.7% | +40.0% |
| YTD | +79.0% | +1.8% | +77.2% | +80.0% |
| 1Y | +88.8% | +25.3% | +63.5% | +90.8% |
| All | +8.1% | +12.2% | -4.2% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling