-42.9%
APA vs BAH
+1,074.5%
-1,117.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | -8.7% | -1.5% | -7.2% | -8.4% |
| 30D | -2.4% | +17.3% | -19.7% | -7.3% |
| 3M | +19.0% | +14.9% | +4.1% | +13.6% |
| 6M | +26.8% | +14.2% | +12.6% | +20.4% |
| YTD | +87.3% | +5.1% | +82.2% | +80.6% |
| 1Y | +92.3% | +2.1% | +90.2% | +86.7% |
| 3Y | +37.3% | -26.0% | +63.2% | +40.8% |
| 5Y | +73.2% | +9.0% | +64.2% | +52.6% |
| 10Y | -0.9% | +208.8% | -209.7% | -34.5% |
| All | -42.9% | +1,074.5% | -1,117.4% | -77.3% |
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