+48.1%
APA vs BR
+14.9%
+33.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +8.5% | +1.1% | +7.5% | +8.3% |
| 30D | +2.8% | +14.4% | -11.6% | -0.4% |
| 3M | +21.7% | +12.4% | +9.3% | +18.2% |
| 6M | +32.6% | +35.4% | -2.8% | +23.2% |
| YTD | +103.7% | -12.2% | +115.9% | +116.2% |
| 1Y | +101.8% | -12.7% | +114.6% | +114.9% |
| 3Y | +48.1% | +14.3% | +33.8% | +39.6% |
| All | +48.1% | +14.9% | +33.1% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling