+76.2%
BND vs APD
+619.5%
-543.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | 0.0% |
| 7D | +0.4% | -1.6% | +2.0% | +0.4% |
| 30D | +2.0% | +10.6% | -8.6% | +2.0% |
| 3M | -0.4% | +2.5% | -2.9% | -0.4% |
| 6M | -0.9% | +6.0% | -6.9% | -0.9% |
| YTD | -0.3% | +28.4% | -28.8% | -0.3% |
| 1Y | 0.0% | +22.2% | -22.2% | 0.0% |
| 3Y | +15.1% | +26.6% | -11.5% | +15.2% |
| 5Y | -1.5% | +11.8% | -13.3% | -1.6% |
| 10Y | +17.6% | +187.8% | -170.2% | +19.9% |
| All | +76.2% | +619.5% | -543.3% | +79.8% |
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