-10.1%
BA vs APD
+11.7%
-21.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | +1.1% | -3.7% | +4.7% | +1.9% |
| 30D | -7.9% | +9.6% | -17.5% | -9.8% |
| 3M | -25.3% | +1.6% | -27.0% | -25.6% |
| 6M | -24.6% | +2.2% | -26.8% | -25.1% |
| YTD | -20.1% | +25.9% | -46.0% | -25.0% |
| 1Y | -11.8% | +20.1% | -31.9% | -16.4% |
| 3Y | -10.1% | +12.4% | -22.5% | -13.0% |
| All | -10.1% | +11.7% | -21.8% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling