+5,927.3%
APD vs BN
+15,251.3%
-9,324.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.2% | -2.5% | +0.3% | -1.3% |
| 30D | +2.1% | -9.5% | +11.6% | +5.9% |
| 3M | +7.2% | -10.4% | +17.6% | +11.5% |
| 6M | +11.2% | -6.4% | +17.6% | +12.9% |
| YTD | +24.4% | -11.9% | +36.3% | +28.5% |
| 1Y | +6.7% | -8.6% | +15.3% | +8.4% |
| 3Y | +9.2% | +77.6% | -68.3% | -15.8% |
| 5Y | +27.4% | +37.0% | -9.7% | +5.9% |
| 10Y | +164.8% | +266.4% | -101.6% | +48.4% |
| All | +5,927.3% | +15,251.3% | -9,324.0% | +1,182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling