+26.6%
BA vs APA
+0.4%
+26.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | 0.0% | -5.5% | +5.6% | +1.5% |
| 30D | -8.9% | -1.2% | -7.8% | -8.9% |
| 3M | -25.5% | +10.6% | -36.1% | -28.1% |
| 6M | -27.0% | +28.4% | -55.4% | -33.4% |
| YTD | -20.1% | +89.7% | -109.9% | -36.9% |
| 1Y | -11.0% | +90.6% | -101.6% | -30.0% |
| 3Y | -11.8% | +36.9% | -48.7% | -27.1% |
| 5Y | -20.6% | +83.2% | -103.9% | -44.2% |
| 10Y | +26.6% | -0.1% | +26.7% | -33.9% |
| All | +26.6% | +0.4% | +26.3% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling