+191.9%
APD vs BWA
+95.7%
+96.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | -1.2% | +1.7% | -2.9% | -1.7% |
| 30D | +11.0% | -14.6% | +25.6% | +15.8% |
| 3M | +2.6% | -26.2% | +28.8% | +11.0% |
| 6M | +4.8% | -18.4% | +23.3% | +9.3% |
| YTD | +31.0% | +14.7% | +16.3% | +21.2% |
| 1Y | +23.4% | +13.3% | +10.0% | +14.6% |
| 3Y | +28.4% | +64.7% | -36.3% | +3.7% |
| 5Y | +15.2% | +32.2% | -17.0% | -3.1% |
| All | +191.9% | +95.7% | +96.2% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling