-4.1%
APA vs BB
-0.1%
-4.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.1% |
| 7D | +0.8% | -2.1% | +2.9% | +1.2% |
| 30D | +9.6% | -16.0% | +25.7% | +13.2% |
| 3M | +18.0% | -14.5% | +32.5% | +19.3% |
| 6M | +41.9% | +118.6% | -76.7% | +14.9% |
| YTD | +86.3% | +98.9% | -12.6% | +53.8% |
| 1Y | +97.9% | +99.5% | -1.6% | +61.5% |
| 3Y | +12.8% | +65.4% | -52.6% | -10.5% |
| 5Y | +177.2% | -27.6% | +204.8% | +157.0% |
| All | -4.1% | -0.1% | -4.0% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling