+18.0%
BAC vs APD
+11.0%
+7.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | -1.2% | -3.7% | +2.5% | +0.1% |
| 30D | -7.7% | +9.6% | -17.3% | -10.5% |
| 3M | -21.2% | +1.6% | -22.8% | -21.7% |
| 6M | -6.8% | +2.2% | -9.0% | -7.9% |
| YTD | -8.7% | +25.9% | -34.6% | -16.8% |
| 1Y | -5.3% | +20.1% | -25.4% | -12.4% |
| 3Y | +87.4% | +12.4% | +75.0% | +74.6% |
| All | +18.0% | +11.0% | +7.0% | -4.7% |
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