+1,064.4%
BAC vs APA
+860.5%
+203.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.4% |
| 7D | -1.2% | -15.5% | +14.3% | +3.2% |
| 30D | -7.7% | +2.4% | -10.0% | -8.6% |
| 3M | -21.2% | +22.8% | -43.9% | -26.1% |
| 6M | -6.8% | +17.9% | -24.8% | -12.5% |
| YTD | -8.7% | +87.7% | -96.4% | -26.0% |
| 1Y | -5.3% | +94.2% | -99.5% | -24.2% |
| 3Y | +87.4% | +27.2% | +60.2% | +61.5% |
| 5Y | +18.9% | +74.1% | -55.2% | -11.9% |
| 10Y | +273.3% | +2.6% | +270.7% | +145.1% |
| All | +1,064.4% | +860.5% | +203.9% | +504.4% |
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 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