+163.7%
APD vs BBWI
-56.0%
+219.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.8% |
| 7D | -2.5% | +1.6% | -4.1% | -2.7% |
| 30D | -1.9% | -6.2% | +4.3% | -1.3% |
| 3M | +8.2% | +4.3% | +3.9% | +7.1% |
| 6M | +10.7% | -7.2% | +17.9% | +10.4% |
| YTD | +22.9% | -3.0% | +26.0% | +21.5% |
| 1Y | +5.8% | -30.8% | +36.5% | +8.4% |
| 3Y | +7.8% | -43.4% | +51.2% | +10.6% |
| 5Y | +26.1% | -66.7% | +92.8% | +34.8% |
| 10Y | +163.7% | -55.7% | +219.4% | +140.6% |
| All | +163.7% | -56.0% | +219.7% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling