+177.2%
APA vs DGX
+59.5%
+117.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | +0.8% | -3.5% | +4.2% | +1.4% |
| 30D | +9.6% | -2.7% | +12.3% | +10.1% |
| 3M | +18.0% | +13.9% | +4.1% | +15.3% |
| 6M | +41.9% | +16.0% | +25.8% | +37.9% |
| YTD | +86.3% | +34.9% | +51.4% | +75.2% |
| 1Y | +97.9% | +30.6% | +67.3% | +86.9% |
| 3Y | +12.8% | +93.0% | -80.2% | -3.8% |
| 5Y | +177.2% | +64.4% | +112.8% | +130.3% |
| All | +177.2% | +59.5% | +117.7% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling