+26.6%
BA vs APD
+187.0%
-160.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | 0.0% | -0.2% | +0.3% | +0.1% |
| 30D | -8.9% | +11.0% | -19.9% | -14.2% |
| 3M | -25.5% | +1.3% | -26.8% | -26.3% |
| 6M | -27.0% | +6.4% | -33.3% | -30.0% |
| YTD | -20.1% | +28.9% | -49.1% | -32.3% |
| 1Y | -11.0% | +23.2% | -34.2% | -23.2% |
| 3Y | -11.8% | +26.3% | -38.2% | -28.4% |
| 5Y | -20.6% | +12.0% | -32.7% | -32.3% |
| 10Y | +26.6% | +183.2% | -156.5% | -40.8% |
| All | +26.6% | +187.0% | -160.4% | -40.8% |
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