+155.9%
APA vs BROS
+8.6%
+147.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.5% |
| 7D | -5.5% | -19.0% | +13.5% | -3.8% |
| 30D | -1.2% | -7.3% | +6.1% | -0.8% |
| 3M | +10.6% | -31.2% | +41.7% | +14.3% |
| 6M | +28.4% | -33.0% | +61.5% | +31.6% |
| YTD | +89.7% | -42.4% | +132.1% | +96.8% |
| 1Y | +90.6% | -37.7% | +128.3% | +95.2% |
| 3Y | +36.9% | +28.2% | +8.7% | +24.0% |
| 5Y | +83.2% | -43.4% | +126.6% | +70.3% |
| All | +155.9% | +8.6% | +147.3% | +154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling