+893.2%
APA vs BAX
+922.9%
-29.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.8% |
| 7D | -8.7% | +9.0% | -17.8% | -11.0% |
| 30D | -2.4% | +8.5% | -10.9% | -5.1% |
| 3M | +19.0% | -4.1% | +23.1% | +19.4% |
| 6M | +26.8% | +46.9% | -20.1% | +11.8% |
| YTD | +87.3% | +38.4% | +49.0% | +65.2% |
| 1Y | +92.3% | +47.0% | +45.3% | +66.5% |
| 3Y | +37.3% | -14.9% | +52.2% | +36.3% |
| 5Y | +73.2% | -62.5% | +135.7% | +112.1% |
| 10Y | -0.9% | -33.9% | +33.0% | +7.4% |
| All | +893.2% | +922.9% | -29.7% | +637.5% |
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