+22.5%
BMY vs APA
+9.3%
+13.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -3.3% |
| 7D | -3.3% | -1.7% | -1.6% | -3.2% |
| 30D | 0.0% | +15.7% | -15.8% | -1.1% |
| 3M | +17.7% | +16.5% | +1.3% | +16.3% |
| 6M | +9.6% | +35.1% | -25.5% | +6.5% |
| YTD | +24.0% | +82.2% | -58.2% | +17.0% |
| 1Y | +45.1% | +102.5% | -57.4% | +35.4% |
| 3Y | +22.5% | +10.3% | +12.2% | +15.8% |
| All | +22.5% | +9.3% | +13.1% | +15.8% |
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