+114.2%
APA vs BWA
+48.6%
+65.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +2.9% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +9.3% | -5.6% | +14.9% | +9.0% |
| 3M | +23.3% | -10.7% | +34.0% | +23.0% |
| 6M | +39.5% | +23.2% | +16.3% | +41.6% |
| YTD | +87.6% | +46.0% | +41.6% | +79.6% |
| 1Y | +114.2% | +51.2% | +63.1% | +101.4% |
| All | +114.2% | +48.6% | +65.6% | +101.4% |
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