+187.8%
APD vs BB
+33.0%
+154.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.4% | +1.6% |
| 7D | -1.6% | +15.0% | -16.5% | -2.7% |
| 30D | +10.6% | +3.5% | +7.1% | +10.0% |
| 3M | +2.5% | +2.7% | -0.2% | +1.8% |
| 6M | +6.0% | +44.7% | -38.8% | +1.2% |
| YTD | +28.4% | +143.3% | -114.8% | +16.7% |
| 1Y | +22.2% | +102.2% | -80.0% | +12.7% |
| 3Y | +26.6% | +156.1% | -129.5% | +10.9% |
| 5Y | +11.8% | -17.6% | +29.4% | +5.8% |
| 10Y | +187.8% | +29.0% | +158.8% | +119.2% |
| All | +187.8% | +33.0% | +154.7% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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