+24.1%
APD vs BWA
+12.4%
+11.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | +2.2% | +7.3% | -5.1% | +1.5% |
| 30D | +9.4% | -15.8% | +25.2% | +11.0% |
| 3M | +4.7% | -25.7% | +30.4% | +7.4% |
| 6M | +5.5% | -19.6% | +25.1% | +6.7% |
| YTD | +31.4% | +14.1% | +17.3% | +16.8% |
| 1Y | +24.1% | +12.2% | +12.0% | +11.5% |
| All | +24.1% | +12.4% | +11.7% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling