+182.3%
APD vs BAH
+220.7%
-38.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -0.5% |
| 7D | -3.7% | -3.5% | -0.1% | -2.9% |
| 30D | +9.6% | +24.3% | -14.6% | +4.4% |
| 3M | +1.6% | +16.3% | -14.7% | -2.0% |
| 6M | +2.2% | +13.6% | -11.4% | -1.6% |
| YTD | +25.9% | +3.5% | +22.4% | +22.4% |
| 1Y | +20.1% | +2.7% | +17.4% | +16.8% |
| 3Y | +12.4% | -26.6% | +39.0% | +14.0% |
| 5Y | +11.1% | +8.5% | +2.6% | -3.7% |
| All | +182.3% | +220.7% | -38.4% | +93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling