-0.1%
APA vs BN
+280.2%
-280.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +2.3% |
| 7D | -5.5% | +4.3% | -9.9% | -9.2% |
| 30D | -1.2% | +14.3% | -15.4% | -12.1% |
| 3M | +10.6% | -4.1% | +14.6% | +11.6% |
| 6M | +28.4% | -9.7% | +38.1% | +33.3% |
| YTD | +89.7% | -7.1% | +96.9% | +84.6% |
| 1Y | +90.6% | -7.4% | +98.0% | +84.5% |
| 3Y | +36.9% | +102.3% | -65.4% | -38.8% |
| 5Y | +83.2% | +35.9% | +47.3% | +14.6% |
| 10Y | -0.1% | +289.2% | -289.3% | -67.5% |
| All | -0.1% | +280.2% | -280.4% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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