+23.3%
BA vs APD
+191.9%
-168.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -1.1% | +3.8% | -4.9% | -3.2% |
| 30D | -7.1% | +8.2% | -15.3% | -11.2% |
| 3M | -25.5% | +4.3% | -29.8% | -27.5% |
| 6M | -28.7% | +4.7% | -33.4% | -31.1% |
| YTD | -21.0% | +31.5% | -52.6% | -33.8% |
| 1Y | -11.9% | +23.5% | -35.4% | -23.9% |
| 3Y | -16.2% | +29.1% | -45.3% | -32.7% |
| 5Y | -22.4% | +15.9% | -38.3% | -35.1% |
| All | +23.3% | +191.9% | -168.6% | -43.8% |
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