+185.0%
APD vs BB
+28.9%
+156.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.4% |
| 7D | -0.2% | +11.6% | -11.8% | -1.1% |
| 30D | +11.0% | +2.6% | +8.4% | +10.5% |
| 3M | +2.0% | +3.5% | -1.5% | +1.2% |
| 6M | +7.1% | +43.5% | -36.4% | +2.3% |
| YTD | +29.8% | +141.2% | -111.4% | +18.0% |
| 1Y | +24.0% | +97.4% | -73.4% | +14.6% |
| 3Y | +27.2% | +151.1% | -123.9% | +11.6% |
| 5Y | +12.8% | -12.8% | +25.6% | +6.3% |
| 10Y | +185.0% | +27.5% | +157.5% | +117.0% |
| All | +185.0% | +28.9% | +156.1% | +117.0% |
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