+30.7%
BIL vs APA
-18.8%
+49.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | -0.3% | -15.5% | +15.2% | -0.3% |
| 30D | 0.0% | +2.4% | -2.4% | 0.0% |
| 3M | +0.6% | +22.8% | -22.2% | +0.6% |
| 6M | +1.5% | +17.9% | -16.4% | +1.5% |
| YTD | +2.8% | +87.7% | -84.9% | +2.8% |
| 1Y | +3.3% | +94.2% | -90.8% | +3.4% |
| 3Y | +13.5% | +27.2% | -13.7% | +13.5% |
| 5Y | +19.8% | +74.1% | -54.4% | +19.9% |
| 10Y | +25.6% | +2.6% | +22.9% | +25.7% |
| All | +30.7% | -18.8% | +49.5% | +30.9% |
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