-3.7%
APA vs BDX
+59.3%
-63.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +4.6% | -3.2% | +7.7% | +5.6% |
| 30D | +11.9% | -2.5% | +14.5% | +12.7% |
| 3M | +22.5% | +21.4% | +1.1% | +14.9% |
| 6M | +37.5% | +10.4% | +27.1% | +32.2% |
| YTD | +87.2% | +18.8% | +68.3% | +75.1% |
| 1Y | +101.4% | +21.7% | +79.8% | +86.7% |
| 3Y | +16.9% | -10.0% | +26.9% | +18.3% |
| 5Y | +178.4% | -1.8% | +180.3% | +170.2% |
| All | -3.7% | +59.3% | -63.0% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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