-3.5%
BAC vs APD
+24.7%
-28.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | -1.9% | -1.2% | -0.7% | -1.8% |
| 30D | -7.2% | +11.0% | -18.2% | -7.9% |
| 3M | -20.4% | +2.6% | -23.0% | -20.6% |
| 6M | +1.3% | +4.8% | -3.6% | +1.2% |
| YTD | -6.4% | +31.0% | -37.4% | -9.2% |
| 1Y | -3.5% | +23.4% | -26.9% | -5.6% |
| All | -3.5% | +24.7% | -28.2% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling