+866.0%
APA vs BDX
+5,185.2%
-4,319.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +2.7% |
| 7D | -1.7% | -4.3% | +2.6% | -0.5% |
| 30D | +15.7% | +1.3% | +14.5% | +15.3% |
| 3M | +16.5% | +20.2% | -3.8% | +10.1% |
| 6M | +35.1% | +8.6% | +26.5% | +30.7% |
| YTD | +82.2% | +19.0% | +63.2% | +71.5% |
| 1Y | +102.5% | +21.2% | +81.3% | +89.4% |
| 3Y | +10.3% | -9.7% | +20.0% | +11.1% |
| 5Y | +166.1% | -3.4% | +169.5% | +160.4% |
| 10Y | -4.9% | +53.9% | -58.7% | -19.2% |
| All | +866.0% | +5,185.2% | -4,319.1% | +291.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling