+22.8%
APD vs BB
+100.0%
-77.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.4% | +2.1% |
| 7D | -1.6% | +15.0% | -16.5% | -1.3% |
| 30D | +10.6% | +3.5% | +7.1% | +10.6% |
| 3M | +2.5% | +2.7% | -0.2% | +2.7% |
| 6M | +6.0% | +44.7% | -38.8% | +6.6% |
| YTD | +28.4% | +143.3% | -114.8% | +30.0% |
| All | +22.8% | +100.0% | -77.2% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling