-3.7%
APA vs BR
+189.7%
-193.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +4.6% | -3.0% | +7.6% | +6.3% |
| 30D | +11.9% | -0.3% | +12.2% | +11.8% |
| 3M | +22.5% | +17.3% | +5.2% | +10.4% |
| 6M | +37.5% | -6.7% | +44.2% | +40.9% |
| YTD | +87.2% | -23.4% | +110.6% | +115.0% |
| 1Y | +101.4% | -32.7% | +134.1% | +151.1% |
| 3Y | +16.9% | -5.9% | +22.8% | +13.6% |
| 5Y | +178.4% | +8.4% | +170.0% | +136.9% |
| All | -3.7% | +189.7% | -193.4% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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