+10.3%
APA vs BWA
+72.9%
-62.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.3% |
| 7D | -1.7% | +4.3% | -6.0% | -2.8% |
| 30D | +15.7% | -2.9% | +18.6% | +16.4% |
| 3M | +16.5% | -12.4% | +28.9% | +20.2% |
| 6M | +35.1% | +28.6% | +6.5% | +22.0% |
| YTD | +82.2% | +48.2% | +34.0% | +50.1% |
| 1Y | +102.5% | +50.9% | +51.5% | +64.4% |
| 3Y | +10.3% | +72.2% | -61.9% | -26.3% |
| All | +10.3% | +72.9% | -62.6% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling