-34.2%
BAX vs APD
+184.8%
-219.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | +3.6% | -0.2% | +3.9% | +3.8% |
| 30D | +8.5% | +11.0% | -2.5% | +3.8% |
| 3M | -4.9% | +2.0% | -6.8% | -5.7% |
| 6M | +47.0% | +7.1% | +39.9% | +42.2% |
| YTD | +38.4% | +29.8% | +8.7% | +23.0% |
| 1Y | +49.1% | +24.0% | +25.1% | +34.8% |
| 3Y | -14.9% | +27.2% | -42.0% | -24.9% |
| 5Y | -63.1% | +12.8% | -75.9% | -66.6% |
| All | -34.2% | +184.8% | -219.0% | -62.3% |
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