-32.2%
APA vs DG
+617.0%
-649.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.0% | +2.2% |
| 7D | +9.6% | -2.5% | +12.1% | +9.8% |
| 30D | -0.2% | +7.7% | -7.9% | -1.2% |
| 3M | +19.8% | +13.1% | +6.7% | +18.0% |
| 6M | +30.1% | +32.0% | -2.0% | +25.6% |
| YTD | +100.4% | +3.3% | +97.1% | +98.1% |
| 1Y | +105.2% | +31.7% | +73.5% | +96.6% |
| 3Y | +44.6% | +21.7% | +22.9% | +36.1% |
| 5Y | +88.8% | -34.7% | +123.6% | +95.7% |
| 10Y | +6.6% | +106.7% | -100.1% | -11.7% |
| All | -32.2% | +617.0% | -649.3% | -61.2% |
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