+22.6%
BAC vs APA
+94.1%
-71.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | +3.2% | +8.5% | -5.3% | +1.6% |
| 30D | -0.7% | +2.8% | -3.5% | -1.5% |
| 3M | -20.0% | +21.7% | -41.7% | -23.4% |
| 6M | +3.4% | +32.6% | -29.2% | -3.3% |
| YTD | -5.7% | +103.7% | -109.5% | -21.3% |
| 1Y | -1.4% | +101.8% | -103.2% | -17.7% |
| 3Y | +97.9% | +48.1% | +49.9% | +70.8% |
| All | +22.6% | +94.1% | -71.5% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling