+73.5%
BA vs APA
+7.4%
+66.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.7% |
| 7D | +1.2% | +0.5% | +0.6% | +0.9% |
| 30D | -11.6% | +23.4% | -35.0% | -17.1% |
| 3M | -2.4% | +12.7% | -15.1% | -6.8% |
| 6M | -6.6% | +39.4% | -46.0% | -18.0% |
| YTD | -2.2% | +79.0% | -81.2% | -21.0% |
| 1Y | -8.0% | +88.8% | -96.8% | -27.7% |
| 3Y | -5.0% | +6.4% | -11.3% | -15.0% |
| 5Y | -2.7% | +153.0% | -155.7% | -38.6% |
| All | +73.5% | +7.4% | +66.1% | -7.8% |
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