+31.8%
BA vs APA
0.0%
+31.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.2% |
| 7D | +1.1% | -15.5% | +16.6% | +5.6% |
| 30D | -7.9% | +2.4% | -10.3% | -8.9% |
| 3M | -25.3% | +22.8% | -48.1% | -30.1% |
| 6M | -24.6% | +17.9% | -42.5% | -29.6% |
| YTD | -20.1% | +87.7% | -107.8% | -36.7% |
| 1Y | -11.8% | +94.2% | -105.9% | -31.0% |
| 3Y | -10.1% | +27.2% | -37.3% | -24.1% |
| 5Y | -22.7% | +74.1% | -96.9% | -44.8% |
| All | +31.8% | 0.0% | +31.7% | -30.6% |
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