+403.8%
APA vs BWA
+3,492.4%
-3,088.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -5.9% | -4.3% |
| 7D | +0.5% | +5.7% | -5.1% | -1.8% |
| 30D | +23.4% | +1.4% | +22.0% | +22.2% |
| 3M | +12.7% | -12.1% | +24.8% | +17.6% |
| 6M | +39.4% | +28.6% | +10.9% | +21.6% |
| YTD | +79.0% | +51.1% | +27.9% | +43.2% |
| 1Y | +88.8% | +55.9% | +33.0% | +48.3% |
| 3Y | +6.4% | +70.1% | -63.8% | -21.2% |
| 5Y | +153.0% | +90.7% | +62.3% | +77.6% |
| 10Y | +7.5% | +154.0% | -146.4% | -29.5% |
| All | +403.8% | +3,492.4% | -3,088.6% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling