+27.2%
APD vs BG
+4.4%
+22.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | -0.2% | +5.0% | -5.2% | -1.0% |
| 30D | +11.0% | -3.2% | +14.2% | +11.5% |
| 3M | +2.0% | -11.2% | +13.2% | +3.7% |
| 6M | +7.1% | -19.4% | +26.5% | +10.7% |
| YTD | +29.8% | +13.6% | +16.1% | +24.7% |
| 1Y | +24.0% | +7.3% | +16.8% | +20.6% |
| 3Y | +27.2% | +3.8% | +23.4% | +18.1% |
| All | +27.2% | +4.4% | +22.7% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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