+1,376.8%
BAC vs APA
+815.8%
+561.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.8% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | -0.4% | +23.4% | -23.8% | -6.3% |
| 3M | +16.9% | +12.7% | +4.2% | +12.1% |
| 6M | +26.6% | +39.4% | -12.8% | +12.9% |
| YTD | +15.8% | +79.0% | -63.2% | -4.4% |
| 1Y | +27.2% | +88.8% | -61.7% | +2.4% |
| 3Y | +132.4% | +6.4% | +126.0% | +111.3% |
| 5Y | +72.6% | +153.0% | -80.4% | +14.8% |
| 10Y | +389.7% | +7.5% | +382.2% | +217.0% |
| All | +1,376.8% | +815.8% | +561.0% | +681.3% |
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