+4.4%
APA vs BAH
+199.5%
-195.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +9.6% | -2.6% | +12.2% | +10.4% |
| 30D | -0.2% | +20.4% | -20.6% | -6.2% |
| 3M | +19.8% | +11.9% | +8.0% | +15.0% |
| 6M | +30.1% | +17.1% | +12.9% | +22.2% |
| YTD | +100.4% | +5.5% | +94.9% | +92.5% |
| 1Y | +105.2% | +5.6% | +99.6% | +96.6% |
| 3Y | +44.6% | -26.5% | +71.1% | +47.6% |
| 5Y | +88.8% | +6.5% | +82.3% | +59.7% |
| All | +4.4% | +199.5% | -195.1% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling