+167.3%
APD vs BR
+189.7%
-22.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -3.3% | -3.0% | -0.3% | -1.9% |
| 30D | -4.2% | -0.3% | -3.9% | -4.2% |
| 3M | +5.4% | +17.3% | -11.9% | -3.1% |
| 6M | +6.3% | -6.7% | +13.0% | +8.4% |
| YTD | +20.3% | -23.4% | +43.8% | +35.1% |
| 1Y | +1.6% | -32.7% | +34.3% | +22.3% |
| 3Y | +4.0% | -5.9% | +9.9% | +3.4% |
| 5Y | +23.3% | +8.4% | +14.9% | +10.9% |
| All | +167.3% | +189.7% | -22.4% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling