+48.1%
APA vs BBY
+89.3%
-41.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +8.5% | +4.5% | +4.1% | +7.1% |
| 30D | +2.8% | +16.8% | -14.0% | -2.4% |
| 3M | +21.7% | +23.2% | -1.5% | +13.0% |
| 6M | +32.6% | +91.9% | -59.3% | +2.9% |
| YTD | +103.7% | +61.6% | +42.1% | +67.5% |
| 1Y | +101.8% | +43.9% | +57.9% | +74.4% |
| 3Y | +48.1% | +88.6% | -40.6% | +5.2% |
| All | +48.1% | +89.3% | -41.3% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling