+107.2%
APA vs BAH
+6.2%
+101.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.5% | -8.3% | -7.2% |
| 7D | -13.0% | +5.8% | -18.7% | -13.9% |
| 30D | +2.0% | +28.7% | -26.7% | -3.3% |
| 3M | +24.9% | +20.9% | +4.0% | +20.1% |
| 6M | +7.2% | +15.2% | -8.0% | +4.0% |
| YTD | +87.1% | +7.1% | +80.0% | +82.9% |
| 1Y | +107.2% | +6.4% | +100.8% | +109.4% |
| All | +107.2% | +6.2% | +101.0% | +109.4% |
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