+848.7%
APA vs BBWI
+1,034.6%
-185.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -3.9% |
| 7D | +0.5% | +1.5% | -1.0% | +0.1% |
| 30D | +23.4% | -5.2% | +28.6% | +24.4% |
| 3M | +12.7% | +11.1% | +1.6% | +7.7% |
| 6M | +39.4% | -13.4% | +52.8% | +39.1% |
| YTD | +79.0% | +0.1% | +78.9% | +70.5% |
| 1Y | +88.8% | -36.1% | +125.0% | +100.0% |
| 3Y | +6.4% | -44.1% | +50.5% | +12.7% |
| 5Y | +153.0% | -66.2% | +219.2% | +194.0% |
| 10Y | +7.5% | -54.8% | +62.3% | -1.9% |
| All | +848.7% | +1,034.6% | -185.9% | +303.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling