+7,910.0%
BNY vs APA
+860.1%
+7,049.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.9% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +1.9% | +9.3% | -7.4% | -0.4% |
| 3M | +13.9% | +23.3% | -9.4% | +7.5% |
| 6M | +42.3% | +39.5% | +2.8% | +29.1% |
| YTD | +41.7% | +87.6% | -45.9% | +19.1% |
| 1Y | +57.8% | +114.2% | -56.4% | +27.2% |
| 3Y | +290.4% | +13.6% | +276.8% | +252.9% |
| 5Y | +252.0% | +175.6% | +76.4% | +141.3% |
| 10Y | +412.4% | -2.6% | +415.0% | +254.7% |
| All | +7,910.0% | +860.1% | +7,049.9% | +3,968.4% |
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