+1,411.3%
APD vs BG
+954.5%
+456.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | +3.8% | +2.6% | +1.3% | +3.1% |
| 30D | +8.2% | -6.7% | +14.9% | +10.3% |
| 3M | +4.3% | -9.3% | +13.5% | +6.8% |
| 6M | +4.7% | -18.3% | +23.0% | +10.0% |
| YTD | +31.5% | +16.2% | +15.4% | +23.9% |
| 1Y | +23.5% | +7.6% | +15.9% | +19.0% |
| 3Y | +29.1% | +6.6% | +22.6% | +22.1% |
| 5Y | +15.9% | +22.2% | -6.3% | +2.3% |
| 10Y | +191.9% | +112.0% | +79.9% | +103.2% |
| All | +1,411.3% | +954.5% | +456.8% | +664.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling