-10.6%
BA vs APA
+21.0%
-31.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -2.3% |
| 7D | -0.1% | -15.6% | +15.5% | +1.6% |
| 30D | -9.1% | -0.9% | -8.2% | -9.2% |
| 3M | -28.2% | +26.1% | -54.3% | -30.3% |
| 6M | -23.1% | +6.1% | -29.2% | -23.9% |
| YTD | -20.6% | +82.8% | -103.4% | -31.1% |
| 1Y | -12.7% | +106.5% | -119.2% | -26.9% |
| All | -10.6% | +21.0% | -31.6% | -22.7% |
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 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