+27.2%
APA vs BAH
-26.3%
+53.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.1% | +3.4% |
| 7D | -15.5% | -3.5% | -12.0% | -15.1% |
| 30D | +2.4% | +24.3% | -21.9% | -1.5% |
| 3M | +22.8% | +16.3% | +6.5% | +19.4% |
| 6M | +17.9% | +13.6% | +4.4% | +14.8% |
| YTD | +87.7% | +3.5% | +84.2% | +84.4% |
| 1Y | +94.2% | +2.7% | +91.5% | +91.0% |
| 3Y | +27.2% | -26.6% | +53.8% | +24.4% |
| All | +27.2% | -26.3% | +53.5% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling