+16.9%
APA vs DGX
+96.4%
-79.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.3% |
| 7D | +4.6% | -0.9% | +5.5% | +4.7% |
| 30D | +11.9% | -1.2% | +13.1% | +12.0% |
| 3M | +22.5% | +15.8% | +6.7% | +20.2% |
| 6M | +37.5% | +18.2% | +19.4% | +34.5% |
| YTD | +87.2% | +37.2% | +50.0% | +77.3% |
| 1Y | +101.4% | +30.4% | +71.1% | +92.3% |
| 3Y | +16.9% | +96.7% | -79.8% | -2.3% |
| All | +16.9% | +96.4% | -79.5% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling