+23.4%
BA vs APA
+7.0%
+16.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.3% |
| 7D | -0.6% | +9.6% | -10.2% | -3.1% |
| 30D | -8.0% | -0.2% | -7.8% | -8.3% |
| 3M | -25.8% | +19.8% | -45.6% | -30.0% |
| 6M | -27.6% | +30.1% | -57.6% | -34.2% |
| YTD | -21.0% | +100.4% | -121.4% | -38.5% |
| 1Y | -12.3% | +105.2% | -117.5% | -32.4% |
| 3Y | -12.8% | +44.6% | -57.4% | -29.0% |
| 5Y | -22.4% | +88.8% | -111.2% | -45.8% |
| All | +23.4% | +7.0% | +16.4% | -36.7% |
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