+848.7%
APA vs BAX
+900.4%
-51.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.5% |
| 7D | +0.5% | -1.1% | +1.7% | +0.8% |
| 30D | +23.4% | -5.5% | +28.9% | +25.2% |
| 3M | +12.7% | +33.5% | -20.8% | +3.1% |
| 6M | +39.4% | +35.9% | +3.6% | +25.4% |
| YTD | +79.0% | +35.4% | +43.6% | +59.9% |
| 1Y | +88.8% | +9.8% | +79.1% | +78.1% |
| 3Y | +6.4% | -32.7% | +39.1% | +13.2% |
| 5Y | +153.0% | -65.6% | +218.5% | +219.4% |
| 10Y | +7.5% | -34.9% | +42.5% | +17.8% |
| All | +848.7% | +900.4% | -51.7% | +614.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling