+28.8%
BAC vs APA
+96.0%
-67.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.4% |
| 7D | +1.2% | -1.7% | +2.9% | +1.1% |
| 30D | -0.7% | +15.7% | -16.5% | -0.3% |
| 3M | +16.9% | +16.5% | +0.5% | +17.6% |
| 6M | +29.6% | +35.1% | -5.5% | +28.8% |
| YTD | +15.3% | +82.2% | -67.0% | +12.1% |
| 1Y | +28.8% | +102.5% | -73.6% | +25.4% |
| All | +28.8% | +96.0% | -67.1% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling