+1,390.9%
APD vs BG
+931.4%
+459.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.9% |
| 7D | -0.2% | +5.0% | -5.2% | -1.6% |
| 30D | +11.0% | -3.2% | +14.2% | +11.9% |
| 3M | +2.0% | -11.2% | +13.2% | +5.1% |
| 6M | +7.1% | -19.4% | +26.5% | +12.9% |
| YTD | +29.8% | +13.6% | +16.1% | +23.0% |
| 1Y | +24.0% | +7.3% | +16.8% | +19.6% |
| 3Y | +27.2% | +3.8% | +23.4% | +21.2% |
| 5Y | +12.8% | +23.2% | -10.4% | -0.7% |
| 10Y | +185.0% | +97.9% | +87.1% | +102.6% |
| All | +1,390.9% | +931.4% | +459.5% | +658.6% |
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