+8.1%
APA vs BROS
+80.7%
-72.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.2% |
| 7D | +0.5% | -6.7% | +7.2% | +0.9% |
| 30D | +23.4% | -29.1% | +52.5% | +25.6% |
| 3M | +12.7% | -16.7% | +29.4% | +12.7% |
| 6M | +39.4% | -11.6% | +51.0% | +38.1% |
| YTD | +79.0% | -23.9% | +102.9% | +79.9% |
| 1Y | +88.8% | -34.8% | +123.6% | +93.0% |
| All | +8.1% | +80.7% | -72.6% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling