+17.9%
BND vs APD
+187.5%
-169.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | -0.6% | -1.2% | +0.6% | -0.5% |
| 30D | +1.6% | +11.0% | -9.5% | +1.4% |
| 3M | -0.5% | +2.6% | -3.0% | -0.5% |
| 6M | -1.1% | +4.8% | -5.9% | -1.2% |
| YTD | -0.7% | +31.0% | -31.7% | -1.3% |
| 1Y | -0.7% | +23.4% | -24.0% | -1.1% |
| 3Y | +14.4% | +28.4% | -13.9% | +13.6% |
| 5Y | -1.1% | +15.2% | -16.3% | -1.9% |
| 10Y | +17.9% | +190.7% | -172.8% | +16.9% |
| All | +17.9% | +187.5% | -169.6% | +16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling