+187.8%
APD vs BAH
+218.8%
-31.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.5% | +1.7% |
| 7D | -1.6% | -1.5% | -0.1% | -1.3% |
| 30D | +10.6% | +17.3% | -6.7% | +6.7% |
| 3M | +2.5% | +14.9% | -12.4% | -0.9% |
| 6M | +6.0% | +14.2% | -8.3% | +1.9% |
| YTD | +28.4% | +5.1% | +23.3% | +24.5% |
| 1Y | +22.2% | +2.1% | +20.1% | +19.0% |
| 3Y | +26.6% | -26.0% | +52.6% | +28.2% |
| 5Y | +11.8% | +9.0% | +2.8% | -3.2% |
| 10Y | +187.8% | +208.8% | -21.0% | +96.7% |
| All | +187.8% | +218.8% | -31.0% | +96.7% |
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