+150.9%
CI vs APA
+4.1%
+146.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.1% | -1.1% |
| 7D | -1.3% | +5.1% | -6.4% | -2.0% |
| 30D | +6.4% | +0.3% | +6.1% | +6.1% |
| 3M | +10.7% | +15.6% | -5.0% | +8.0% |
| 6M | +5.5% | +28.9% | -23.4% | +0.9% |
| YTD | +11.4% | +96.6% | -85.2% | -0.6% |
| 1Y | +15.0% | +95.5% | -80.5% | +2.5% |
| 3Y | +9.0% | +41.8% | -32.8% | -0.9% |
| 5Y | +52.0% | +85.4% | -33.5% | +26.8% |
| 10Y | +150.9% | +4.5% | +146.4% | +78.8% |
| All | +150.9% | +4.1% | +146.8% | +78.8% |
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