+142.8%
CI vs APA
+8.7%
+134.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | +1.2% | +8.5% | -7.4% | 0.0% |
| 30D | +2.6% | +2.8% | -0.2% | +2.0% |
| 3M | +7.4% | +21.7% | -14.3% | +4.0% |
| 6M | -0.1% | +32.6% | -32.7% | -4.8% |
| YTD | +9.7% | +103.7% | -94.0% | -2.6% |
| 1Y | +12.1% | +101.8% | -89.7% | -0.5% |
| 3Y | +7.0% | +48.1% | -41.0% | -3.2% |
| 5Y | +49.7% | +91.9% | -42.2% | +24.4% |
| All | +142.8% | +8.7% | +134.1% | +71.2% |
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