+1,329.1%
APD vs BG
+1,131.5%
+197.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -2.2% | +2.8% | -5.0% | -3.0% |
| 30D | +2.1% | +12.0% | -9.9% | -1.4% |
| 3M | +7.2% | -7.7% | +14.9% | +9.1% |
| 6M | +11.2% | +4.5% | +6.8% | +8.8% |
| YTD | +24.4% | +35.7% | -11.3% | +12.3% |
| 1Y | +6.7% | +50.1% | -43.4% | -7.2% |
| 3Y | +9.2% | +12.6% | -3.4% | +2.0% |
| 5Y | +27.4% | +75.4% | -48.1% | +1.0% |
| 10Y | +164.8% | +150.5% | +14.4% | +75.6% |
| All | +1,329.1% | +1,131.5% | +197.7% | +592.7% |
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