+76.4%
BND vs APD
+596.8%
-520.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.1% | -2.2% | +2.1% | -0.2% |
| 30D | -0.4% | +2.1% | -2.4% | -0.3% |
| 3M | -0.6% | +7.2% | -7.8% | -0.6% |
| 6M | -1.4% | +11.2% | -12.7% | -1.4% |
| YTD | -0.2% | +24.4% | -24.6% | -0.2% |
| 1Y | +1.3% | +6.7% | -5.4% | +1.3% |
| 3Y | +13.2% | +9.2% | +3.9% | +13.2% |
| 5Y | -1.6% | +27.4% | -28.9% | -1.4% |
| 10Y | +15.5% | +164.8% | -149.4% | +17.6% |
| All | +76.4% | +596.8% | -520.5% | +80.0% |
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