+76.4%
BND vs APA
-16.0%
+92.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | -0.1% | +0.5% | -0.7% | -0.1% |
| 30D | -0.4% | +23.4% | -23.8% | -0.2% |
| 3M | -0.6% | +12.7% | -13.3% | -0.5% |
| 6M | -1.4% | +39.4% | -40.9% | -1.2% |
| YTD | -0.2% | +79.0% | -79.2% | +0.2% |
| 1Y | +1.3% | +88.8% | -87.5% | +1.8% |
| 3Y | +13.2% | +6.4% | +6.8% | +13.4% |
| 5Y | -1.6% | +153.0% | -154.5% | -0.6% |
| 10Y | +15.5% | +7.5% | +7.9% | +16.3% |
| All | +76.4% | -16.0% | +92.4% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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