-2.6%
APA vs BAX
-37.8%
+35.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.9% | +3.6% |
| 7D | +0.3% | -5.1% | +5.4% | +2.0% |
| 30D | +9.3% | -12.2% | +21.5% | +13.9% |
| 3M | +23.3% | +21.8% | +1.5% | +13.7% |
| 6M | +39.5% | +36.3% | +3.2% | +21.6% |
| YTD | +87.6% | +27.8% | +59.8% | +65.5% |
| 1Y | +114.2% | -0.1% | +114.3% | +107.2% |
| 3Y | +13.6% | -33.3% | +46.9% | +25.6% |
| 5Y | +175.6% | -67.1% | +242.7% | +316.7% |
| 10Y | -2.6% | -36.9% | +34.3% | +21.8% |
| All | -2.6% | -37.8% | +35.2% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling