+11.2%
APD vs BAH
-32.2%
+43.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -2.2% | -3.2% | +1.0% | -2.0% |
| 30D | +2.1% | +2.0% | +0.1% | +2.0% |
| 3M | +7.2% | -7.6% | +14.8% | +7.7% |
| 6M | +11.2% | -5.7% | +16.9% | +11.5% |
| YTD | +24.4% | -11.7% | +36.1% | +25.0% |
| 1Y | +6.7% | -27.4% | +34.0% | +9.3% |
| All | +11.2% | -32.2% | +43.4% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling