+88.8%
APA vs BAH
-28.2%
+117.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.9% |
| 7D | +0.5% | -3.2% | +3.8% | +1.3% |
| 30D | +23.4% | +2.0% | +21.4% | +22.9% |
| 3M | +12.7% | -7.6% | +20.3% | +14.9% |
| 6M | +39.4% | -5.7% | +45.1% | +41.3% |
| YTD | +79.0% | -11.7% | +90.7% | +81.0% |
| 1Y | +88.8% | -27.4% | +116.2% | +107.3% |
| All | +88.8% | -28.2% | +117.1% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling