-4.6%
BA vs APA
+5.6%
-10.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.2% |
| 7D | +1.2% | +0.5% | +0.6% | +1.1% |
| 30D | -11.6% | +23.4% | -35.0% | -13.8% |
| 3M | -2.4% | +12.7% | -15.1% | -4.0% |
| 6M | -6.6% | +39.4% | -46.0% | -13.3% |
| YTD | -2.2% | +79.0% | -81.2% | -14.5% |
| 1Y | -8.0% | +88.8% | -96.8% | -21.2% |
| All | -4.6% | +5.6% | -10.2% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling