+8.1%
APA vs BAX
-31.1%
+39.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.4% |
| 7D | +0.5% | -1.1% | +1.7% | +0.7% |
| 30D | +23.4% | -5.5% | +28.9% | +24.6% |
| 3M | +12.7% | +33.5% | -20.8% | +5.4% |
| 6M | +39.4% | +35.9% | +3.6% | +29.3% |
| YTD | +79.0% | +35.4% | +43.6% | +64.6% |
| 1Y | +88.8% | +9.8% | +79.1% | +84.6% |
| All | +8.1% | -31.1% | +39.2% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling