-0.1%
APA vs BAX
-34.5%
+34.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | -5.5% | +3.6% | -9.2% | -6.7% |
| 30D | -1.2% | +8.5% | -9.7% | -4.3% |
| 3M | +10.6% | -4.9% | +15.4% | +11.4% |
| 6M | +28.4% | +47.0% | -18.6% | +9.7% |
| YTD | +89.7% | +38.4% | +51.3% | +61.8% |
| 1Y | +90.6% | +49.1% | +41.5% | +57.4% |
| 3Y | +36.9% | -14.9% | +51.8% | +37.2% |
| 5Y | +83.2% | -63.1% | +146.3% | +164.6% |
| 10Y | -0.1% | -35.6% | +35.5% | +34.6% |
| All | -0.1% | -34.5% | +34.4% | +34.6% |
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