-36.8%
BAX vs APD
+185.9%
-222.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.2% |
| 7D | +12.1% | -3.7% | +15.8% | +13.9% |
| 30D | +7.6% | +9.6% | -2.0% | +3.5% |
| 3M | -4.5% | +1.6% | -6.1% | -5.2% |
| 6M | +52.0% | +2.2% | +49.8% | +49.9% |
| YTD | +35.1% | +25.9% | +9.3% | +21.6% |
| 1Y | +43.7% | +20.1% | +23.6% | +31.6% |
| 3Y | -20.9% | +12.4% | -33.3% | -26.9% |
| 5Y | -63.5% | +11.1% | -74.7% | -66.8% |
| All | -36.8% | +185.9% | -222.7% | -65.2% |
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