+872.5%
BAX vs APD
+6,466.4%
-5,593.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +0.4% | +2.2% | -1.8% | -0.3% |
| 30D | +3.4% | +9.4% | -6.0% | +0.5% |
| 3M | -4.5% | +4.7% | -9.1% | -5.9% |
| 6M | +44.0% | +5.5% | +38.5% | +41.1% |
| YTD | +34.9% | +31.4% | +3.5% | +23.0% |
| 1Y | +37.9% | +24.1% | +13.8% | +28.0% |
| 3Y | -17.1% | +28.8% | -45.8% | -24.6% |
| 5Y | -64.3% | +15.8% | -80.0% | -67.0% |
| 10Y | -35.9% | +191.6% | -227.5% | -55.9% |
| All | +872.5% | +6,466.4% | -5,593.9% | +107.4% |
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