+1,826.6%
APD vs BB
+307.3%
+1,519.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -1.9% |
| 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% | -2.5% |
| YTD | +25.9% | +130.6% | -104.7% | +15.1% |
| 1Y | +20.1% | +89.2% | -69.0% | +11.6% |
| 3Y | +12.4% | +137.5% | -125.1% | -0.4% |
| 5Y | +11.1% | -20.9% | +32.0% | +5.9% |
| 10Y | +190.1% | +25.4% | +164.7% | +142.1% |
| All | +1,826.6% | +307.3% | +1,519.3% | +1,582.4% |
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