+214.5%
BAC vs APD
+191.6%
+22.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +1.5% | +2.2% | -0.7% | +0.3% |
| 30D | -6.4% | +9.4% | -15.8% | -10.9% |
| 3M | -21.7% | +4.7% | -26.3% | -23.7% |
| 6M | +0.5% | +5.5% | -5.0% | -3.2% |
| YTD | -6.7% | +31.4% | -38.1% | -21.2% |
| 1Y | -4.7% | +24.1% | -28.8% | -17.3% |
| 3Y | +96.1% | +28.8% | +67.3% | +59.5% |
| 5Y | +21.7% | +15.8% | +5.9% | +2.2% |
| All | +214.5% | +191.6% | +22.9% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling