+1.6%
APD vs BRO
-27.7%
+29.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -3.3% | -7.3% | +4.1% | -2.6% |
| 30D | -4.2% | -6.9% | +2.7% | -3.5% |
| 3M | +5.4% | +10.7% | -5.2% | +4.7% |
| 6M | +6.3% | -2.7% | +9.0% | +7.3% |
| YTD | +20.3% | -16.3% | +36.7% | +24.1% |
| 1Y | +1.6% | -29.1% | +30.7% | +7.5% |
| All | +1.6% | -27.7% | +29.3% | +7.5% |
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