+887.8%
APA vs BRO
+25,589.7%
-24,701.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.8% | -8.6% | +9.4% | +2.9% |
| 30D | +9.6% | -6.9% | +16.6% | +11.4% |
| 3M | +18.0% | +10.5% | +7.5% | +14.6% |
| 6M | +41.9% | -2.8% | +44.6% | +41.6% |
| YTD | +86.3% | -16.1% | +102.5% | +92.3% |
| 1Y | +97.9% | -27.6% | +125.5% | +111.1% |
| 3Y | +12.8% | -7.3% | +20.1% | +12.1% |
| 5Y | +177.2% | +19.0% | +158.2% | +157.8% |
| 10Y | -3.3% | +292.7% | -296.0% | -27.9% |
| All | +887.8% | +25,589.7% | -24,701.9% | +451.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling