+73.2%
APA vs BROS
-47.0%
+120.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.6% | -6.8% | -1.0% |
| 7D | -8.7% | -17.9% | +9.2% | -6.8% |
| 30D | -2.4% | -5.4% | +3.0% | -2.2% |
| 3M | +19.0% | -32.1% | +51.1% | +24.0% |
| 6M | +26.8% | -31.7% | +58.5% | +30.2% |
| YTD | +87.3% | -41.2% | +128.5% | +95.2% |
| 1Y | +92.3% | -32.6% | +124.9% | +95.4% |
| 3Y | +37.3% | +32.7% | +4.6% | +18.9% |
| 5Y | +73.2% | -44.2% | +117.4% | +68.6% |
| All | +73.2% | -47.0% | +120.2% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling