-33.9%
BAX vs APD
+192.6%
-226.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.6% |
| 7D | +9.0% | -1.6% | +10.6% | +9.8% |
| 30D | +8.5% | +10.6% | -2.1% | +3.9% |
| 3M | -4.1% | +2.5% | -6.6% | -5.2% |
| 6M | +46.9% | +6.0% | +41.0% | +42.7% |
| YTD | +38.4% | +28.4% | +10.0% | +23.5% |
| 1Y | +47.0% | +22.2% | +24.9% | +33.7% |
| 3Y | -14.9% | +26.6% | -41.5% | -24.8% |
| 5Y | -62.5% | +11.8% | -74.3% | -65.9% |
| 10Y | -33.9% | +187.8% | -221.7% | -64.0% |
| All | -33.9% | +192.6% | -226.5% | -64.0% |
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 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