+15.2%
APD vs BR
+18.1%
-2.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -1.2% | +1.9% | -3.0% | -1.8% |
| 30D | +11.0% | +15.9% | -4.9% | +5.2% |
| 3M | +2.6% | +13.7% | -11.1% | -2.4% |
| 6M | +4.8% | +31.0% | -26.2% | -6.1% |
| YTD | +31.0% | -12.0% | +43.0% | +38.5% |
| 1Y | +23.4% | -11.5% | +34.9% | +30.3% |
| 3Y | +28.4% | +14.9% | +13.4% | +18.9% |
| 5Y | +15.2% | +20.1% | -4.9% | -0.1% |
| All | +15.2% | +18.1% | -2.9% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling