-39.3%
VG vs APA
+93.4%
-132.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +2.2% |
| 7D | +1.7% | +0.5% | +1.2% | +1.2% |
| 30D | +16.0% | +23.4% | -7.4% | -3.0% |
| 3M | +9.7% | +12.7% | -3.0% | -0.5% |
| 6M | +29.6% | +39.4% | -9.9% | +2.8% |
| YTD | +112.0% | +79.0% | +33.1% | +42.6% |
| 1Y | +12.8% | +88.8% | -76.0% | -27.2% |
| All | -39.3% | +93.4% | -132.7% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling