+684.3%
APA vs BB
+329.7%
+354.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.9% |
| 7D | -8.7% | +15.0% | -23.7% | -10.5% |
| 30D | -2.4% | +3.5% | -5.9% | -3.3% |
| 3M | +19.0% | +2.7% | +16.3% | +17.5% |
| 6M | +26.8% | +44.7% | -17.9% | +18.0% |
| YTD | +87.3% | +143.3% | -55.9% | +61.4% |
| 1Y | +92.3% | +102.2% | -9.9% | +69.4% |
| 3Y | +37.3% | +156.1% | -118.9% | +12.9% |
| 5Y | +73.2% | -17.6% | +90.8% | +60.7% |
| 10Y | -0.9% | +29.0% | -29.8% | -20.8% |
| All | +684.3% | +329.7% | +354.6% | +429.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling