-2.6%
APA vs BAH
+186.6%
-189.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.8% | +2.9% |
| 7D | +0.3% | -1.3% | +1.6% | +0.7% |
| 30D | +9.3% | -6.6% | +15.9% | +11.6% |
| 3M | +23.3% | -7.2% | +30.5% | +25.6% |
| 6M | +39.5% | -10.0% | +49.5% | +42.9% |
| YTD | +87.6% | -12.5% | +100.1% | +92.0% |
| 1Y | +114.2% | -27.9% | +142.1% | +133.2% |
| 3Y | +13.6% | -31.4% | +45.0% | +17.1% |
| 5Y | +175.6% | -3.2% | +178.8% | +139.6% |
| 10Y | -2.6% | +191.5% | -194.1% | -29.7% |
| All | -2.6% | +186.6% | -189.3% | -29.7% |
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