+35.1%
APD vs BRO
-3.8%
+38.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +1.5% |
| 7D | +3.8% | +12.2% | -8.4% | +2.9% |
| 30D | +14.1% | +21.3% | -7.2% | +12.7% |
| 3M | +8.2% | +4.1% | +4.1% | +7.9% |
| 6M | +7.5% | +28.9% | -21.3% | +6.6% |
| YTD | +31.7% | -6.6% | +38.2% | +33.9% |
| 1Y | +35.1% | -5.6% | +40.6% | +37.1% |
| All | +35.1% | -3.8% | +38.9% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling