+6,251.9%
BDX vs APD
+6,466.4%
-214.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.5% |
| 7D | +1.0% | +2.2% | -1.2% | +0.4% |
| 30D | +15.1% | +9.4% | +5.7% | +12.4% |
| 3M | +18.2% | +4.7% | +13.5% | +16.7% |
| 6M | +48.1% | +5.5% | +42.7% | +45.6% |
| YTD | +44.1% | +31.4% | +12.7% | +33.0% |
| 1Y | +46.4% | +24.1% | +22.3% | +37.0% |
| 3Y | +24.4% | +28.8% | -4.4% | +13.6% |
| 5Y | +26.1% | +15.8% | +10.3% | +16.9% |
| 10Y | +93.3% | +191.6% | -98.3% | +37.7% |
| All | +6,251.9% | +6,466.4% | -214.5% | +1,712.5% |
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