+151.3%
APA vs BROS
+33.7%
+117.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.3% |
| 7D | +0.8% | -6.1% | +6.8% | +1.4% |
| 30D | +9.6% | -12.4% | +22.0% | +11.0% |
| 3M | +18.0% | -27.9% | +45.9% | +21.0% |
| 6M | +41.9% | -16.8% | +58.7% | +42.0% |
| YTD | +86.3% | -29.0% | +115.4% | +90.0% |
| 1Y | +97.9% | -33.2% | +131.1% | +102.4% |
| 3Y | +12.8% | +56.8% | -44.0% | +0.4% |
| All | +151.3% | +33.7% | +117.6% | +146.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling