+1,905.0%
APD vs BB
+338.1%
+1,567.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.7% |
| 7D | -1.2% | +7.3% | -8.5% | -1.7% |
| 30D | +11.0% | +11.2% | -0.2% | +9.8% |
| 3M | +2.6% | +4.7% | -2.1% | +1.6% |
| 6M | +4.8% | +51.1% | -46.3% | -0.2% |
| YTD | +31.0% | +148.0% | -117.0% | +19.1% |
| 1Y | +23.4% | +106.1% | -82.8% | +13.8% |
| 3Y | +28.4% | +158.2% | -129.9% | +13.0% |
| 5Y | +15.2% | -10.8% | +26.0% | +8.7% |
| 10Y | +190.7% | +29.3% | +161.4% | +142.0% |
| All | +1,905.0% | +338.1% | +1,567.0% | +1,640.3% |
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