-10.6%
BA vs APH
+244.7%
-255.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.3% | +6.8% | -0.3% |
| 7D | -0.1% | -12.7% | +12.6% | +3.0% |
| 30D | -9.1% | -19.2% | +10.0% | -4.5% |
| 3M | -28.2% | -16.7% | -11.5% | -25.4% |
| 6M | -23.1% | +5.1% | -28.3% | -25.9% |
| YTD | -20.6% | +6.6% | -27.1% | -26.0% |
| 1Y | -12.7% | +3.9% | -16.6% | -18.1% |
| All | -10.6% | +244.7% | -255.3% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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