+29.1%
APD vs BBWI
-24.0%
+53.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | +8.2% | +12.9% | -4.7% | +7.0% |
| 3M | +4.3% | +16.0% | -11.7% | +2.7% |
| 6M | +4.7% | +16.6% | -11.9% | +2.4% |
| YTD | +31.5% | +9.7% | +21.8% | +28.5% |
| 1Y | +23.5% | +1.5% | +22.0% | +21.3% |
| 3Y | +29.1% | -21.4% | +50.5% | +28.9% |
| All | +29.1% | -24.0% | +53.1% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling