+694.3%
APA vs BB
+325.9%
+368.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.4% |
| 7D | -5.5% | +11.6% | -17.1% | -7.0% |
| 30D | -1.2% | +2.6% | -3.7% | -2.0% |
| 3M | +10.6% | +3.5% | +7.0% | +9.1% |
| 6M | +28.4% | +43.5% | -15.1% | +19.6% |
| YTD | +89.7% | +141.2% | -51.4% | +63.7% |
| 1Y | +90.6% | +97.4% | -6.8% | +68.5% |
| 3Y | +36.9% | +151.1% | -114.2% | +12.9% |
| 5Y | +83.2% | -12.8% | +96.0% | +68.8% |
| 10Y | -0.1% | +27.5% | -27.6% | -20.1% |
| All | +694.3% | +325.9% | +368.3% | +437.1% |
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