+145.0%
CI vs APA
+7.4%
+137.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.8% |
| 7D | +1.3% | +0.5% | +0.8% | +1.2% |
| 30D | +4.4% | +23.4% | -19.0% | +1.2% |
| 3M | +0.7% | +12.7% | -12.0% | -1.4% |
| 6M | +0.3% | +39.4% | -39.1% | -5.3% |
| YTD | +3.8% | +79.0% | -75.1% | -5.9% |
| 1Y | -5.5% | +88.8% | -94.3% | -15.5% |
| 3Y | +8.1% | +6.4% | +1.8% | +3.1% |
| 5Y | +42.8% | +153.0% | -110.2% | +12.4% |
| All | +145.0% | +7.4% | +137.7% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling