+47.7%
CI vs APA
+71.7%
-24.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.3% | -2.8% |
| 7D | -1.6% | -15.5% | +13.9% | -0.3% |
| 30D | +5.4% | +2.4% | +3.0% | +5.1% |
| 3M | +7.3% | +22.8% | -15.5% | +5.2% |
| 6M | +5.3% | +17.9% | -12.6% | +3.4% |
| YTD | +8.5% | +87.7% | -79.2% | +1.8% |
| 1Y | +17.1% | +94.2% | -77.1% | +9.4% |
| 3Y | +1.4% | +27.2% | -25.8% | -1.5% |
| All | +47.7% | +71.7% | -24.0% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling