+1,502.7%
BA vs APD
+6,478.8%
-4,976.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.3% |
| 7D | +5.9% | +3.8% | +2.1% | +4.1% |
| 30D | -8.2% | +14.1% | -22.3% | -13.6% |
| 3M | -25.4% | +8.2% | -33.6% | -28.2% |
| 6M | -20.0% | +7.5% | -27.6% | -23.2% |
| YTD | -18.5% | +31.7% | -50.1% | -29.1% |
| 1Y | -10.6% | +35.1% | -45.7% | -23.9% |
| 3Y | -9.3% | +16.8% | -26.1% | -19.7% |
| 5Y | -16.9% | +19.4% | -36.3% | -27.8% |
| 10Y | +37.9% | +203.5% | -165.6% | -20.1% |
| All | +1,502.7% | +6,478.8% | -4,976.0% | +148.5% |
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