+263.2%
BAC vs APD
+185.9%
+77.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.1% |
| 7D | -1.2% | -3.7% | +2.5% | +0.9% |
| 30D | -7.7% | +9.6% | -17.3% | -12.2% |
| 3M | -21.2% | +1.6% | -22.8% | -22.0% |
| 6M | -6.8% | +2.2% | -9.0% | -8.8% |
| YTD | -8.7% | +25.9% | -34.6% | -21.1% |
| 1Y | -5.3% | +20.1% | -25.4% | -16.4% |
| 3Y | +87.4% | +12.4% | +75.0% | +64.4% |
| 5Y | +18.9% | +11.1% | +7.8% | +2.0% |
| All | +263.2% | +185.9% | +77.3% | +51.9% |
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