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  • CIFR vs APA✓SelectedUSD · APACIFR vs APA performance historyLatest closeAs of+4.34%09/08
Stock and ETF performance explorer

CIFR vs APA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+87.0%
APA return
+453.4%
Excess return
-366.4%
Maximum drawdown
-97.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioAPAExcessAlpha
1D+4.3%+1.8%+2.5%+4.0%
7D+26.7%-1.7%+28.4%+27.1%
30D+7.7%+15.7%-8.0%+4.5%
3M-23.8%+16.5%-40.2%-26.7%
6M+35.9%+35.1%+0.8%+24.2%
YTD+25.4%+82.2%-56.8%+6.1%
1Y+139.8%+102.5%+37.3%+95.4%
3Y+515.0%+10.3%+504.6%+438.5%
5Y+52.1%+166.1%-114.0%+24.8%
All+87.0%+453.4%-366.4%+51.8%

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