+59.3%
BMY vs APA
+4.1%
+55.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | 0.0% |
| 7D | -2.0% | +5.1% | -7.1% | -2.3% |
| 30D | +9.3% | +0.3% | +9.0% | +9.1% |
| 3M | -0.1% | +15.6% | -15.7% | -1.2% |
| 6M | +15.5% | +28.9% | -13.4% | +13.2% |
| YTD | +21.8% | +96.6% | -74.7% | +15.7% |
| 1Y | +34.9% | +95.5% | -60.6% | +28.1% |
| 3Y | +43.2% | +41.8% | +1.4% | +37.0% |
| 5Y | +30.7% | +85.4% | -54.7% | +20.9% |
| 10Y | +59.3% | +4.5% | +54.7% | +34.8% |
| All | +59.3% | +4.1% | +55.1% | +34.8% |
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 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