+453.3%
APA vs BWA
+2,626.5%
-2,173.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.9% |
| 7D | +5.1% | +1.7% | +3.4% | +4.2% |
| 30D | +0.3% | -14.6% | +14.9% | +6.7% |
| 3M | +15.6% | -26.2% | +41.9% | +29.6% |
| 6M | +28.9% | -18.4% | +47.3% | +36.5% |
| YTD | +96.6% | +14.7% | +81.9% | +74.8% |
| 1Y | +95.5% | +13.3% | +82.2% | +74.4% |
| 3Y | +41.8% | +64.7% | -22.9% | +6.2% |
| 5Y | +85.4% | +32.2% | +53.3% | +50.1% |
| 10Y | +4.5% | +96.8% | -92.2% | -24.2% |
| All | +453.3% | +2,626.5% | -2,173.1% | +119.1% |
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