-3.7%
APA vs BRKR
+155.3%
-159.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +4.6% | -8.7% | +13.2% | +7.6% |
| 30D | +11.9% | -9.9% | +21.8% | +15.5% |
| 3M | +22.5% | -3.1% | +25.6% | +20.2% |
| 6M | +37.5% | +45.5% | -8.0% | +11.4% |
| YTD | +87.2% | +13.7% | +73.5% | +65.8% |
| 1Y | +101.4% | +67.4% | +34.0% | +48.5% |
| 3Y | +16.9% | -13.2% | +30.1% | +4.5% |
| 5Y | +178.4% | -39.5% | +217.9% | +189.2% |
| All | -3.7% | +155.3% | -159.0% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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