-39.5%
APA vs DG
+606.1%
-645.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.3% |
| 7D | +0.5% | +8.4% | -7.9% | -0.3% |
| 30D | +23.4% | +4.9% | +18.5% | +22.7% |
| 3M | +12.7% | +29.3% | -16.6% | +9.4% |
| 6M | +39.4% | -11.3% | +50.7% | +40.8% |
| YTD | +79.0% | +1.8% | +77.2% | +77.6% |
| 1Y | +88.8% | +25.3% | +63.5% | +82.2% |
| 3Y | +6.4% | +9.1% | -2.7% | +2.0% |
| 5Y | +153.0% | -34.9% | +187.9% | +162.7% |
| 10Y | +7.5% | +108.2% | -100.6% | -11.0% |
| All | -39.5% | +606.1% | -645.6% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling