-4.1%
APA vs BBY
+242.2%
-246.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.8% | +0.7% | +0.1% | +0.4% |
| 30D | +9.6% | +5.8% | +3.9% | +6.4% |
| 3M | +18.0% | +18.0% | 0.0% | +8.1% |
| 6M | +41.9% | +39.8% | +2.0% | +17.4% |
| YTD | +86.3% | +35.4% | +50.9% | +55.7% |
| 1Y | +97.9% | +21.4% | +76.5% | +72.8% |
| 3Y | +12.8% | +39.5% | -26.7% | -11.7% |
| 5Y | +177.2% | -0.5% | +177.7% | +142.7% |
| All | -4.1% | +242.2% | -246.3% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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