+640.0%
APD vs BR
+1,481.8%
-841.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | +3.8% | +1.1% | +2.8% | +3.3% |
| 30D | +8.2% | +14.4% | -6.2% | +1.0% |
| 3M | +4.3% | +12.4% | -8.1% | -2.2% |
| 6M | +4.7% | +35.4% | -30.7% | -11.6% |
| YTD | +31.5% | -12.2% | +43.7% | +36.9% |
| 1Y | +23.5% | -12.7% | +36.3% | +29.2% |
| 3Y | +29.1% | +14.3% | +14.9% | +15.6% |
| 5Y | +15.9% | +19.3% | -3.4% | -0.6% |
| 10Y | +191.9% | +278.1% | -86.2% | +31.1% |
| All | +640.0% | +1,481.8% | -841.8% | +39.6% |
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