+61.0%
BMY vs APA
-2.8%
+63.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -6.4% | +0.8% | -7.2% | -6.4% |
| 30D | +0.2% | +9.6% | -9.4% | -0.4% |
| 3M | +16.0% | +18.0% | -2.1% | +14.6% |
| 6M | +8.3% | +41.9% | -33.5% | +5.4% |
| YTD | +22.2% | +86.3% | -64.1% | +16.6% |
| 1Y | +41.7% | +97.9% | -56.2% | +34.5% |
| 3Y | +20.7% | +12.8% | +7.9% | +17.3% |
| 5Y | +23.9% | +177.2% | -153.3% | +11.3% |
| All | +61.0% | -2.8% | +63.8% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling