+102.5%
APA vs BBWI
-33.4%
+135.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +5.0% | +1.5% |
| 7D | -1.7% | +1.6% | -3.3% | -1.5% |
| 30D | +15.7% | -6.2% | +21.9% | +15.1% |
| 3M | +16.5% | +4.3% | +12.1% | +16.7% |
| 6M | +35.1% | -7.2% | +42.3% | +37.1% |
| YTD | +82.2% | -3.0% | +85.2% | +83.5% |
| 1Y | +102.5% | -30.8% | +133.2% | +124.7% |
| All | +102.5% | -33.4% | +135.8% | +124.7% |
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