+649.1%
APA vs BB
+258.8%
+390.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +0.5% | -5.6% | +6.2% | +1.3% |
| 30D | +23.4% | -11.8% | +35.2% | +25.2% |
| 3M | +12.7% | -25.5% | +38.2% | +15.8% |
| 6M | +39.4% | +121.3% | -81.8% | +22.6% |
| YTD | +79.0% | +103.2% | -24.2% | +59.0% |
| 1Y | +88.8% | +102.6% | -13.8% | +66.9% |
| 3Y | +6.4% | +37.5% | -31.1% | -5.0% |
| 5Y | +153.0% | -30.4% | +183.4% | +141.2% |
| 10Y | +7.5% | 0.0% | +7.5% | -10.7% |
| All | +649.1% | +258.8% | +390.3% | +421.7% |
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