+166.1%
APA vs BBWI
-66.8%
+232.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +5.0% | +2.5% |
| 7D | -1.7% | +1.6% | -3.3% | -2.1% |
| 30D | +15.7% | -6.2% | +21.9% | +16.8% |
| 3M | +16.5% | +4.3% | +12.1% | +13.5% |
| 6M | +35.1% | -7.2% | +42.3% | +33.0% |
| YTD | +82.2% | -3.0% | +85.2% | +75.6% |
| 1Y | +102.5% | -30.8% | +133.2% | +112.7% |
| 3Y | +10.3% | -43.4% | +53.7% | +18.1% |
| 5Y | +166.1% | -66.7% | +232.8% | +242.3% |
| All | +166.1% | -66.8% | +232.9% | +242.3% |
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