+107.2%
APA vs BWA
+17.4%
+89.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.5% | -4.3% | -7.0% |
| 7D | -13.0% | -9.9% | -3.1% | -13.6% |
| 30D | +2.0% | -16.4% | +18.3% | +0.7% |
| 3M | +24.9% | -19.8% | +44.7% | +23.2% |
| 6M | +7.2% | -10.0% | +17.1% | +7.1% |
| YTD | +87.1% | +12.7% | +74.3% | +71.8% |
| 1Y | +107.2% | +15.7% | +91.5% | +89.5% |
| All | +107.2% | +17.4% | +89.8% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling