+1,749.1%
BMY vs APA
+815.8%
+933.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.6% |
| 7D | +0.4% | +0.5% | -0.2% | +0.3% |
| 30D | +5.0% | +23.4% | -18.4% | +2.8% |
| 3M | +19.4% | +12.7% | +6.7% | +17.7% |
| 6M | +9.5% | +39.4% | -29.9% | +5.4% |
| YTD | +28.1% | +79.0% | -50.9% | +20.0% |
| 1Y | +50.0% | +88.8% | -38.8% | +39.4% |
| 3Y | +24.1% | +6.4% | +17.7% | +19.9% |
| 5Y | +25.0% | +153.0% | -128.0% | +7.3% |
| 10Y | +68.7% | +7.5% | +61.1% | +41.0% |
| All | +1,749.1% | +815.8% | +933.4% | +1,137.7% |
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