+114.2%
APA vs BAX
+1.4%
+112.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.9% | +2.9% |
| 7D | +0.3% | -5.1% | +5.4% | +0.1% |
| 30D | +9.3% | -12.2% | +21.5% | +8.8% |
| 3M | +23.3% | +21.8% | +1.5% | +23.9% |
| 6M | +39.5% | +36.3% | +3.2% | +40.6% |
| YTD | +87.6% | +27.8% | +59.8% | +90.9% |
| 1Y | +114.2% | -0.1% | +114.3% | +123.9% |
| All | +114.2% | +1.4% | +112.8% | +123.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling