+5,998.7%
APD vs BBWI
+1,142.2%
+4,856.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.9% |
| 7D | -3.7% | -6.2% | +2.5% | -2.5% |
| 30D | +9.6% | +19.9% | -10.3% | +5.5% |
| 3M | +1.6% | +7.1% | -5.5% | -0.5% |
| 6M | +2.2% | +13.7% | -11.5% | -2.2% |
| YTD | +25.9% | +9.6% | +16.3% | +19.7% |
| 1Y | +20.1% | -1.6% | +21.8% | +15.4% |
| 3Y | +12.4% | -25.9% | +38.3% | +9.7% |
| 5Y | +11.1% | -67.8% | +78.9% | +23.7% |
| 10Y | +190.1% | -43.5% | +233.6% | +141.3% |
| All | +5,998.7% | +1,142.2% | +4,856.5% | +1,778.4% |
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