+44.5%
BMY vs APA
+40.8%
+3.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | 0.0% |
| 7D | -2.0% | +5.1% | -7.1% | -2.2% |
| 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% | +14.4% |
| 1Y | +34.9% | +95.5% | -60.6% | +26.7% |
| All | +44.5% | +40.8% | +3.7% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling