+6,123.5%
APD vs BN
+16,294.4%
-10,170.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +0.6% |
| 7D | -1.6% | +3.6% | -5.2% | -2.9% |
| 30D | +10.6% | +15.9% | -5.3% | +4.5% |
| 3M | +2.5% | -2.3% | +4.9% | +3.1% |
| 6M | +6.0% | -8.4% | +14.4% | +8.8% |
| YTD | +28.4% | -5.9% | +34.3% | +29.2% |
| 1Y | +22.2% | -5.6% | +27.7% | +22.5% |
| 3Y | +26.6% | +104.2% | -77.7% | -7.5% |
| 5Y | +11.8% | +35.5% | -23.7% | -6.7% |
| 10Y | +187.8% | +285.2% | -97.5% | +57.9% |
| All | +6,123.5% | +16,294.4% | -10,170.8% | +1,189.0% |
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 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