+5,308.1%
BDX vs APD
+6,115.6%
-807.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.3% |
| 7D | -2.5% | -2.2% | -0.3% | -1.9% |
| 30D | +8.3% | +2.1% | +6.2% | +7.6% |
| 3M | +24.4% | +7.2% | +17.2% | +21.8% |
| 6M | +9.2% | +11.2% | -2.1% | +5.5% |
| YTD | +22.7% | +24.4% | -1.7% | +15.0% |
| 1Y | +25.9% | +6.7% | +19.2% | +22.6% |
| 3Y | -10.5% | +9.2% | -19.7% | -14.8% |
| 5Y | +1.9% | +27.4% | -25.4% | -8.0% |
| 10Y | +58.7% | +164.8% | -106.1% | +16.0% |
| All | +5,308.1% | +6,115.6% | -807.6% | +1,466.7% |
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