+20.3%
APA vs MGY
+210.8%
-190.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.6% | +1.7% |
| 7D | +0.3% | +1.5% | -1.2% | -1.0% |
| 30D | +9.3% | +6.8% | +2.5% | +2.6% |
| 3M | +23.3% | +2.6% | +20.7% | +20.0% |
| 6M | +39.5% | -3.1% | +42.6% | +44.6% |
| YTD | +87.6% | +29.4% | +58.2% | +48.8% |
| 1Y | +114.2% | +22.3% | +91.9% | +80.0% |
| 3Y | +13.6% | +26.6% | -13.0% | -5.6% |
| 5Y | +175.6% | +92.1% | +83.5% | +57.5% |
| All | +20.3% | +210.8% | -190.5% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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