+158.7%
CI vs APA
0.0%
+158.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.3% | -3.0% |
| 7D | -1.6% | -15.5% | +13.9% | +0.7% |
| 30D | +5.4% | +2.4% | +3.0% | +4.8% |
| 3M | +7.3% | +22.8% | -15.5% | +3.6% |
| 6M | +5.3% | +17.9% | -12.6% | +2.0% |
| YTD | +8.5% | +87.7% | -79.2% | -2.6% |
| 1Y | +17.1% | +94.2% | -77.1% | +4.4% |
| 3Y | +1.4% | +27.2% | -25.8% | -6.2% |
| 5Y | +50.5% | +74.1% | -23.7% | +26.7% |
| All | +158.7% | 0.0% | +158.7% | +87.5% |
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