+35.1%
APD vs BN
-3.9%
+39.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.2% | +1.5% |
| 7D | +3.8% | +12.0% | -8.2% | +3.1% |
| 30D | +14.1% | +17.0% | -2.9% | +13.1% |
| 3M | +8.2% | -3.2% | +11.4% | +7.9% |
| 6M | +7.5% | -3.9% | +11.4% | +7.2% |
| YTD | +31.7% | -5.6% | +37.2% | +31.6% |
| 1Y | +35.1% | -4.7% | +39.8% | +35.0% |
| All | +35.1% | -3.9% | +39.0% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling