+1,376.8%
BAC vs APD
+6,115.6%
-4,738.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | +1.1% | -2.2% | +3.3% | +2.4% |
| 30D | -0.4% | +2.1% | -2.5% | -1.7% |
| 3M | +16.9% | +7.2% | +9.7% | +11.5% |
| 6M | +26.6% | +11.2% | +15.4% | +17.6% |
| YTD | +15.8% | +24.4% | -8.6% | +0.4% |
| 1Y | +27.2% | +6.7% | +20.5% | +19.3% |
| 3Y | +132.4% | +9.2% | +123.2% | +106.5% |
| 5Y | +72.6% | +27.4% | +45.2% | +36.5% |
| 10Y | +389.7% | +164.8% | +224.9% | +148.4% |
| All | +1,376.8% | +6,115.6% | -4,738.8% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling