-12.3%
BA vs APA
+101.2%
-113.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -1.4% |
| 7D | -0.6% | +9.6% | -10.2% | +1.1% |
| 30D | -8.0% | -0.2% | -7.8% | -7.9% |
| 3M | -25.8% | +19.8% | -45.6% | -22.4% |
| 6M | -27.6% | +30.1% | -57.6% | -22.0% |
| YTD | -21.0% | +100.4% | -121.4% | -15.3% |
| 1Y | -12.3% | +105.2% | -117.5% | -6.2% |
| All | -12.3% | +101.2% | -113.4% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling