+145.7%
APA vs BROS
+41.2%
+104.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.0% |
| 7D | -1.7% | -0.9% | -0.8% | -1.6% |
| 30D | +15.7% | -13.5% | +29.2% | +17.3% |
| 3M | +16.5% | -18.4% | +34.9% | +17.7% |
| 6M | +35.1% | -10.6% | +45.7% | +34.1% |
| YTD | +82.2% | -25.1% | +107.3% | +84.8% |
| 1Y | +102.5% | -28.6% | +131.1% | +105.6% |
| 3Y | +10.3% | +65.6% | -55.3% | -2.3% |
| All | +145.7% | +41.2% | +104.6% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BROS 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling