+27.9%
APD vs BWA
+91.4%
-63.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -1.7% |
| 7D | -2.2% | +5.7% | -7.9% | -3.6% |
| 30D | +2.1% | +1.4% | +0.7% | +1.5% |
| 3M | +7.2% | -12.1% | +19.3% | +10.4% |
| 6M | +11.2% | +28.6% | -17.3% | +2.3% |
| YTD | +24.4% | +51.1% | -26.7% | +7.4% |
| 1Y | +6.7% | +55.9% | -49.2% | -9.0% |
| 3Y | +9.2% | +70.1% | -60.9% | -11.8% |
| All | +27.9% | +91.4% | -63.4% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling