-42.8%
APA vs BAH
+1,056.2%
-1,099.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.1% | +4.0% |
| 7D | -15.5% | -3.5% | -12.0% | -14.7% |
| 30D | +2.4% | +24.3% | -21.9% | -4.4% |
| 3M | +22.8% | +16.3% | +6.5% | +16.8% |
| 6M | +17.9% | +13.6% | +4.4% | +12.1% |
| YTD | +87.7% | +3.5% | +84.2% | +81.8% |
| 1Y | +94.2% | +2.7% | +91.5% | +88.1% |
| 3Y | +27.2% | -26.6% | +53.8% | +30.7% |
| 5Y | +74.1% | +8.5% | +65.6% | +53.6% |
| 10Y | +2.6% | +225.1% | -222.4% | -33.1% |
| All | -42.8% | +1,056.2% | -1,099.0% | -77.1% |
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