+1,821.9%
BA vs APD
+6,115.6%
-4,293.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | +1.2% | -2.2% | +3.4% | +2.2% |
| 30D | -11.6% | +2.1% | -13.7% | -12.5% |
| 3M | -2.4% | +7.2% | -9.6% | -5.8% |
| 6M | -6.6% | +11.2% | -17.9% | -11.8% |
| YTD | -2.2% | +24.4% | -26.6% | -12.6% |
| 1Y | -8.0% | +6.7% | -14.7% | -12.6% |
| 3Y | -5.0% | +9.2% | -14.2% | -13.2% |
| 5Y | -2.7% | +27.4% | -30.1% | -18.0% |
| 10Y | +75.9% | +164.8% | -88.9% | +8.3% |
| All | +1,821.9% | +6,115.6% | -4,293.7% | +206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling