+599.8%
APD vs BR
+1,321.0%
-721.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.7% |
| 7D | -2.2% | -5.3% | +3.1% | +0.4% |
| 30D | +2.1% | +6.4% | -4.4% | -1.3% |
| 3M | +7.2% | +13.6% | -6.5% | -0.4% |
| 6M | +11.2% | -6.7% | +18.0% | +13.2% |
| YTD | +24.4% | -21.1% | +45.5% | +37.2% |
| 1Y | +6.7% | -29.6% | +36.2% | +25.1% |
| 3Y | +9.2% | -2.4% | +11.6% | +6.4% |
| 5Y | +27.4% | +11.2% | +16.1% | +13.2% |
| 10Y | +164.8% | +191.8% | -26.9% | +36.3% |
| All | +599.8% | +1,321.0% | -721.2% | +39.9% |
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