+874.4%
BAX vs APD
+6,189.3%
-5,314.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +12.1% | -3.7% | +15.8% | +13.5% |
| 30D | +7.6% | +9.6% | -2.0% | +4.5% |
| 3M | -4.5% | +1.6% | -6.1% | -5.0% |
| 6M | +52.0% | +2.2% | +49.8% | +50.4% |
| YTD | +35.1% | +25.9% | +9.3% | +25.0% |
| 1Y | +43.7% | +20.1% | +23.6% | +34.7% |
| 3Y | -20.9% | +12.4% | -33.3% | -25.3% |
| 5Y | -63.5% | +11.1% | -74.7% | -65.9% |
| 10Y | -36.0% | +190.1% | -226.1% | -55.9% |
| All | +874.4% | +6,189.3% | -5,314.9% | +110.7% |
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