-23.1%
BA vs APD
+15.3%
-38.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.4% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | -9.1% | +10.1% | -19.3% | -12.4% |
| 3M | -28.2% | +4.9% | -33.1% | -29.6% |
| 6M | -23.1% | +2.5% | -25.6% | -24.1% |
| YTD | -20.6% | +27.8% | -48.3% | -28.8% |
| 1Y | -12.7% | +32.9% | -45.6% | -23.9% |
| 3Y | -11.6% | +13.4% | -24.9% | -18.3% |
| 5Y | -23.1% | +12.8% | -36.0% | -39.1% |
| All | -23.1% | +15.3% | -38.4% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling