+71.4%
BAC vs APD
+27.6%
+43.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +1.1% | -2.2% | +3.3% | +1.8% |
| 30D | -0.4% | +2.1% | -2.5% | -1.2% |
| 3M | +16.9% | +7.2% | +9.7% | +13.8% |
| 6M | +26.6% | +11.2% | +15.4% | +21.2% |
| YTD | +15.8% | +24.4% | -8.6% | +5.9% |
| 1Y | +27.2% | +6.7% | +20.5% | +22.9% |
| 3Y | +132.4% | +9.2% | +123.2% | +119.0% |
| All | +71.4% | +27.6% | +43.9% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling