+163.7%
APD vs BAH
+182.5%
-18.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.0% |
| 7D | -2.5% | -4.3% | +1.8% | -1.5% |
| 30D | -1.9% | -4.5% | +2.6% | -0.9% |
| 3M | +8.2% | -7.6% | +15.8% | +9.7% |
| 6M | +10.7% | -10.6% | +21.4% | +12.6% |
| YTD | +22.9% | -12.6% | +35.5% | +24.4% |
| 1Y | +5.8% | -27.0% | +32.8% | +11.9% |
| 3Y | +7.8% | -31.5% | +39.3% | +9.7% |
| 5Y | +26.1% | -3.8% | +29.9% | +11.5% |
| 10Y | +163.7% | +183.9% | -20.2% | +76.0% |
| All | +163.7% | +182.5% | -18.8% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BAH 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling