+73.2%
APA vs BAX
-63.0%
+136.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.6% |
| 7D | -8.7% | +9.0% | -17.8% | -10.2% |
| 30D | -2.4% | +8.5% | -10.9% | -4.1% |
| 3M | +19.0% | -4.1% | +23.1% | +19.6% |
| 6M | +26.8% | +46.9% | -20.1% | +15.1% |
| YTD | +87.3% | +38.4% | +49.0% | +70.4% |
| 1Y | +92.3% | +47.0% | +45.3% | +71.7% |
| 3Y | +37.3% | -14.9% | +52.2% | +41.4% |
| 5Y | +73.2% | -62.5% | +135.7% | +102.8% |
| All | +73.2% | -63.0% | +136.2% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling