+39.4%
APA vs BWA
+24.4%
+15.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -5.9% | -2.5% |
| 7D | +0.5% | +5.7% | -5.1% | +2.0% |
| 30D | +23.4% | +1.4% | +22.0% | +24.2% |
| 3M | +12.7% | -12.1% | +24.8% | +8.5% |
| 6M | +39.4% | +28.6% | +10.9% | +69.6% |
| All | +39.4% | +24.4% | +15.0% | +69.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling