+163.7%
APD vs BB
+3.3%
+160.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.4% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | -1.9% | -12.4% | +10.5% | -0.9% |
| 3M | +8.2% | -15.3% | +23.5% | +8.9% |
| 6M | +10.7% | +128.8% | -118.0% | +1.4% |
| YTD | +22.9% | +107.7% | -84.7% | +13.5% |
| 1Y | +5.8% | +103.9% | -98.1% | -2.6% |
| 3Y | +7.8% | +72.6% | -64.8% | -2.2% |
| 5Y | +26.1% | -24.3% | +50.4% | +20.4% |
| 10Y | +163.7% | +3.1% | +160.6% | +101.2% |
| All | +163.7% | +3.3% | +160.4% | +101.2% |
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