+88.8%
APA vs BBWI
-34.3%
+123.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -3.0% |
| 7D | +0.5% | +1.5% | -1.0% | +0.7% |
| 30D | +23.4% | -5.2% | +28.6% | +22.9% |
| 3M | +12.7% | +11.1% | +1.6% | +13.2% |
| 6M | +39.4% | -13.4% | +52.8% | +43.4% |
| YTD | +79.0% | +0.1% | +78.9% | +80.3% |
| 1Y | +88.8% | -36.1% | +125.0% | +119.8% |
| All | +88.8% | -34.3% | +123.1% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling