+90.9%
APA vs BDX
+27.1%
+63.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.4% |
| 7D | +8.5% | +2.9% | +5.6% | +7.8% |
| 30D | +2.8% | +15.4% | -12.7% | -1.0% |
| 3M | +21.7% | +20.5% | +1.2% | +15.9% |
| 6M | +32.6% | +53.2% | -20.6% | +18.3% |
| YTD | +103.7% | +45.7% | +58.0% | +82.9% |
| 1Y | +101.8% | +47.3% | +54.5% | +80.5% |
| 3Y | +48.1% | +25.1% | +23.0% | +37.4% |
| All | +90.9% | +27.1% | +63.8% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling