+10.0%
APD vs BB
-20.8%
+30.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -1.8% |
| 7D | -3.7% | +3.8% | -7.5% | -4.0% |
| 30D | +9.6% | -0.3% | +9.9% | +9.4% |
| 3M | +1.6% | -0.5% | +2.1% | +1.2% |
| 6M | +2.2% | +45.9% | -43.7% | -2.9% |
| YTD | +25.9% | +130.6% | -104.7% | +13.9% |
| 1Y | +20.1% | +89.2% | -69.0% | +10.7% |
| 3Y | +12.4% | +137.5% | -125.1% | -2.7% |
| All | +10.0% | -20.8% | +30.8% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling