+102.5%
APA vs BAH
-27.4%
+129.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.8% | +2.0% |
| 7D | -1.7% | -4.3% | +2.6% | -0.7% |
| 30D | +15.7% | -4.5% | +20.2% | +16.8% |
| 3M | +16.5% | -7.6% | +24.1% | +18.7% |
| 6M | +35.1% | -10.6% | +45.7% | +38.6% |
| YTD | +82.2% | -12.6% | +94.8% | +84.7% |
| 1Y | +102.5% | -27.0% | +129.5% | +122.5% |
| All | +102.5% | -27.4% | +129.9% | +122.5% |
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