+88.8%
APA vs DGX
+33.7%
+55.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.2% | -3.3% |
| 7D | +0.5% | -2.3% | +2.9% | +0.2% |
| 30D | +23.4% | +0.6% | +22.8% | +23.5% |
| 3M | +12.7% | +21.4% | -8.7% | +15.6% |
| 6M | +39.4% | +14.7% | +24.7% | +42.7% |
| YTD | +79.0% | +38.4% | +40.5% | +86.1% |
| 1Y | +88.8% | +34.0% | +54.9% | +98.7% |
| All | +88.8% | +33.7% | +55.2% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling