+1,804.1%
APD vs BB
+258.8%
+1,545.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.2% | -5.6% | +3.4% | -1.8% |
| 30D | +2.1% | -11.8% | +13.9% | +3.1% |
| 3M | +7.2% | -25.5% | +32.7% | +9.1% |
| 6M | +11.2% | +121.3% | -110.0% | +2.6% |
| YTD | +24.4% | +103.2% | -78.8% | +15.4% |
| 1Y | +6.7% | +102.6% | -96.0% | -1.4% |
| 3Y | +9.2% | +37.5% | -28.3% | +1.5% |
| 5Y | +27.4% | -30.4% | +57.8% | +22.9% |
| 10Y | +164.8% | 0.0% | +164.8% | +126.1% |
| All | +1,804.1% | +258.8% | +1,545.2% | +1,587.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling