+251.7%
BAC vs APA
+0.9%
+250.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +2.0% | -8.7% | +10.7% | +4.1% |
| 30D | -6.9% | -2.4% | -4.5% | -6.7% |
| 3M | -19.6% | +19.0% | -38.6% | -23.5% |
| 6M | -0.5% | +26.8% | -27.3% | -7.5% |
| YTD | -6.6% | +87.3% | -94.0% | -22.7% |
| 1Y | -3.0% | +92.3% | -95.3% | -20.4% |
| 3Y | +97.3% | +37.3% | +60.1% | +69.4% |
| 5Y | +21.9% | +73.2% | -51.3% | -6.9% |
| 10Y | +251.7% | -0.9% | +252.5% | +130.4% |
| All | +251.7% | +0.9% | +250.8% | +130.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling