+69.8%
APA vs BBWI
-67.9%
+137.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +3.2% |
| 7D | -15.5% | -6.2% | -9.3% | -14.6% |
| 30D | +2.4% | +19.9% | -17.5% | -1.6% |
| 3M | +22.8% | +7.1% | +15.6% | +19.8% |
| 6M | +17.9% | +13.7% | +4.3% | +11.8% |
| YTD | +87.7% | +9.6% | +78.1% | +75.6% |
| 1Y | +94.2% | -1.6% | +95.8% | +84.7% |
| 3Y | +27.2% | -25.9% | +53.1% | +27.2% |
| All | +69.8% | -67.9% | +137.7% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling