+26.8%
BA vs APD
+187.5%
-160.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.1% |
| 7D | -1.4% | -1.2% | -0.2% | -0.8% |
| 30D | -7.9% | +11.0% | -18.9% | -13.2% |
| 3M | -25.2% | +2.6% | -27.7% | -26.4% |
| 6M | -26.7% | +4.8% | -31.6% | -29.2% |
| YTD | -19.6% | +31.0% | -50.6% | -32.5% |
| 1Y | -10.6% | +23.4% | -34.0% | -22.8% |
| 3Y | -11.2% | +28.4% | -39.6% | -28.5% |
| 5Y | -20.4% | +15.2% | -35.6% | -33.3% |
| 10Y | +26.8% | +190.7% | -163.9% | -41.5% |
| All | +26.8% | +187.5% | -160.7% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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