+905.9%
APA vs BAX
+923.3%
-17.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | -5.5% | +3.6% | -9.2% | -6.5% |
| 30D | -1.2% | +8.5% | -9.7% | -3.8% |
| 3M | +10.6% | -4.9% | +15.4% | +11.1% |
| 6M | +28.4% | +47.0% | -18.6% | +13.2% |
| YTD | +89.7% | +38.4% | +51.3% | +67.3% |
| 1Y | +90.6% | +49.1% | +41.5% | +64.3% |
| 3Y | +36.9% | -14.9% | +51.8% | +35.9% |
| 5Y | +83.2% | -63.1% | +146.3% | +125.5% |
| 10Y | -0.1% | -35.6% | +35.5% | +8.9% |
| All | +905.9% | +923.3% | -17.4% | +646.8% |
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 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