+5,927.3%
APD vs BBWI
+1,034.6%
+4,892.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.5% |
| 7D | -2.2% | +1.5% | -3.7% | -2.5% |
| 30D | +2.1% | -5.2% | +7.3% | +2.9% |
| 3M | +7.2% | +11.1% | -3.9% | +4.0% |
| 6M | +11.2% | -13.4% | +24.6% | +12.1% |
| YTD | +24.4% | +0.1% | +24.3% | +21.0% |
| 1Y | +6.7% | -36.1% | +42.8% | +12.2% |
| 3Y | +9.2% | -44.1% | +53.3% | +13.4% |
| 5Y | +27.4% | -66.2% | +93.6% | +40.4% |
| 10Y | +164.8% | -54.8% | +219.6% | +133.0% |
| All | +5,927.3% | +1,034.6% | +4,892.7% | +1,799.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling