-2.6%
APA vs BWA
+142.7%
-145.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.9% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | +9.3% | -5.6% | +14.9% | +12.4% |
| 3M | +23.3% | -10.7% | +34.0% | +29.9% |
| 6M | +39.5% | +23.2% | +16.3% | +15.5% |
| YTD | +87.6% | +46.0% | +41.6% | +32.9% |
| 1Y | +114.2% | +51.2% | +63.1% | +46.5% |
| 3Y | +13.6% | +69.6% | -56.0% | -32.2% |
| 5Y | +175.6% | +86.6% | +89.0% | +46.5% |
| 10Y | -2.6% | +152.3% | -154.9% | -57.8% |
| All | -2.6% | +142.7% | -145.3% | -57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling