-0.9%
APA vs BBWI
-41.3%
+40.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.8% |
| 7D | -8.7% | -6.2% | -2.6% | -7.0% |
| 30D | -2.4% | +25.5% | -27.9% | -10.3% |
| 3M | +19.0% | +8.0% | +11.0% | +13.4% |
| 6M | +26.8% | +12.7% | +14.1% | +15.9% |
| YTD | +87.3% | +11.6% | +75.7% | +66.1% |
| 1Y | +92.3% | -0.9% | +93.2% | +74.3% |
| 3Y | +37.3% | -22.7% | +59.9% | +28.9% |
| 5Y | +73.2% | -67.2% | +140.4% | +114.2% |
| 10Y | -0.9% | -43.7% | +42.8% | -39.5% |
| All | -0.9% | -41.3% | +40.4% | -39.5% |
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