+166.1%
APA vs BAX
-67.0%
+233.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.6% | +2.6% |
| 7D | -1.7% | -2.4% | +0.7% | -1.3% |
| 30D | +15.7% | -9.7% | +25.5% | +18.0% |
| 3M | +16.5% | +29.3% | -12.8% | +9.3% |
| 6M | +35.1% | +40.7% | -5.6% | +23.2% |
| YTD | +82.2% | +30.3% | +51.9% | +68.4% |
| 1Y | +102.5% | +3.4% | +99.1% | +98.9% |
| 3Y | +10.3% | -32.0% | +42.3% | +19.0% |
| 5Y | +166.1% | -66.9% | +233.0% | +221.0% |
| All | +166.1% | -67.0% | +233.1% | +221.0% |
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