+24.3%
APD vs BG
+88.4%
-64.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -3.5% | +3.7% | -7.2% | -4.2% |
| 30D | -5.1% | +12.3% | -17.4% | -7.3% |
| 3M | +6.9% | -2.2% | +9.1% | +7.1% |
| 6M | +8.1% | +5.3% | +2.7% | +6.5% |
| YTD | +21.2% | +42.4% | -21.2% | +11.9% |
| 1Y | +4.9% | +55.2% | -50.3% | -5.4% |
| 3Y | +6.3% | +21.0% | -14.7% | -0.8% |
| 5Y | +24.3% | +87.1% | -62.9% | +2.5% |
| All | +24.3% | +88.4% | -64.1% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling