-45.5%
APA vs BAH
+886.2%
-931.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.7% |
| 7D | +0.5% | -3.2% | +3.8% | +1.5% |
| 30D | +23.4% | +2.0% | +21.4% | +22.6% |
| 3M | +12.7% | -7.6% | +20.3% | +14.8% |
| 6M | +39.4% | -5.7% | +45.1% | +40.6% |
| YTD | +79.0% | -11.7% | +90.7% | +82.6% |
| 1Y | +88.8% | -27.4% | +116.2% | +104.0% |
| 3Y | +6.4% | -32.5% | +38.9% | +11.9% |
| 5Y | +153.0% | -3.3% | +156.3% | +131.3% |
| 10Y | +7.5% | +186.0% | -178.4% | -26.9% |
| All | -45.5% | +886.2% | -931.7% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling