+1,093.8%
BAC vs APA
+905.9%
+188.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -1.0% |
| 7D | -1.9% | +5.1% | -6.9% | -3.2% |
| 30D | -7.2% | +0.3% | -7.5% | -7.6% |
| 3M | -20.4% | +15.6% | -36.1% | -24.1% |
| 6M | +1.3% | +28.9% | -27.6% | -7.1% |
| YTD | -6.4% | +96.6% | -102.9% | -25.1% |
| 1Y | -3.5% | +95.5% | -99.0% | -22.9% |
| 3Y | +96.7% | +41.8% | +54.9% | +64.4% |
| 5Y | +20.6% | +85.4% | -64.8% | -12.2% |
| 10Y | +233.0% | +4.5% | +228.5% | +117.6% |
| All | +1,093.8% | +905.9% | +188.0% | +511.8% |
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