+5,806.6%
APD vs BRO
+25,667.1%
-19,860.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.3% |
| 7D | -4.6% | -7.6% | +3.1% | -2.9% |
| 30D | -4.2% | -6.9% | +2.7% | -2.7% |
| 3M | +5.0% | +12.8% | -7.8% | +1.9% |
| 6M | +8.9% | -5.9% | +14.8% | +9.7% |
| YTD | +21.9% | -15.9% | +37.8% | +25.6% |
| 1Y | +5.6% | -28.1% | +33.7% | +12.5% |
| 3Y | +6.9% | -7.0% | +13.9% | +6.9% |
| 5Y | +25.3% | +18.0% | +7.4% | +18.1% |
| 10Y | +169.1% | +293.9% | -124.9% | +102.4% |
| All | +5,806.6% | +25,667.1% | -19,860.5% | +3,655.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling