+636.9%
APD vs BR
+1,485.1%
-848.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -1.2% | +1.9% | -3.0% | -2.1% |
| 30D | +11.0% | +15.9% | -4.9% | +2.9% |
| 3M | +2.6% | +13.7% | -11.1% | -4.4% |
| 6M | +4.8% | +31.0% | -26.2% | -10.0% |
| YTD | +31.0% | -12.0% | +43.0% | +36.2% |
| 1Y | +23.4% | -11.5% | +34.9% | +28.1% |
| 3Y | +28.4% | +14.9% | +13.4% | +14.6% |
| 5Y | +15.2% | +20.1% | -4.9% | -1.6% |
| 10Y | +190.7% | +278.9% | -88.2% | +30.5% |
| All | +636.9% | +1,485.1% | -848.3% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling