-16.2%
APA vs BUD
+201.1%
-217.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +0.5% | +0.3% | +0.3% | +0.3% |
| 30D | +23.4% | -5.7% | +29.1% | +27.6% |
| 3M | +12.7% | +3.1% | +9.6% | +9.7% |
| 6M | +39.4% | +7.9% | +31.5% | +29.3% |
| YTD | +79.0% | +27.3% | +51.6% | +48.4% |
| 1Y | +88.8% | +37.8% | +51.0% | +47.6% |
| 3Y | +6.4% | +49.8% | -43.5% | -25.7% |
| 5Y | +153.0% | +43.8% | +109.1% | +74.5% |
| 10Y | +7.5% | -22.6% | +30.2% | +7.2% |
| All | -16.2% | +201.1% | -217.3% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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