-11.2%
BA vs APD
+23.5%
-34.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | 0.0% | -0.2% | +0.3% | +0.1% |
| 30D | -8.9% | +11.0% | -19.9% | -9.0% |
| 3M | -25.5% | +2.0% | -27.5% | -25.5% |
| 6M | -27.0% | +7.1% | -34.0% | -26.9% |
| YTD | -20.1% | +29.8% | -49.9% | -18.4% |
| All | -11.2% | +23.5% | -34.7% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling