+1,462.0%
BA vs APA
+835.7%
+626.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -2.0% |
| 7D | -0.1% | -15.6% | +15.5% | +3.9% |
| 30D | -9.1% | -0.9% | -8.2% | -9.2% |
| 3M | -28.2% | +26.1% | -54.3% | -32.7% |
| 6M | -23.1% | +6.1% | -29.2% | -25.8% |
| YTD | -20.6% | +82.8% | -103.4% | -34.3% |
| 1Y | -12.7% | +106.5% | -119.2% | -30.4% |
| 3Y | -11.6% | +21.9% | -33.4% | -22.5% |
| 5Y | -23.1% | +69.7% | -92.8% | -41.0% |
| 10Y | +34.4% | 0.0% | +34.4% | -7.6% |
| All | +1,462.0% | +835.7% | +626.3% | +647.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling