-3.7%
APA vs BRO
+294.2%
-297.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.6% |
| 7D | +4.6% | -7.3% | +11.9% | +8.6% |
| 30D | +11.9% | -6.9% | +18.8% | +15.7% |
| 3M | +22.5% | +10.7% | +11.8% | +14.2% |
| 6M | +37.5% | -2.7% | +40.2% | +36.6% |
| YTD | +87.2% | -16.3% | +103.5% | +101.3% |
| 1Y | +101.4% | -29.1% | +130.5% | +137.5% |
| 3Y | +16.9% | -7.8% | +24.7% | +10.4% |
| 5Y | +178.4% | +18.7% | +159.7% | +104.7% |
| All | -3.7% | +294.2% | -297.9% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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