+4.4%
APA vs BBWI
-48.2%
+52.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.9% |
| 7D | +9.6% | -4.5% | +14.1% | +11.2% |
| 30D | -0.2% | +17.1% | -17.3% | -6.2% |
| 3M | +19.8% | +17.5% | +2.4% | +11.1% |
| 6M | +30.1% | +12.8% | +17.2% | +18.7% |
| YTD | +100.4% | +8.2% | +92.3% | +79.5% |
| 1Y | +105.2% | -1.8% | +107.0% | +86.4% |
| 3Y | +44.6% | -25.8% | +70.4% | +37.6% |
| 5Y | +88.8% | -68.0% | +156.8% | +135.3% |
| All | +4.4% | -48.2% | +52.6% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling