+3,248.3%
APD vs BWA
+2,496.1%
+752.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -2.4% |
| 7D | -3.7% | -5.5% | +1.8% | -1.9% |
| 30D | +9.6% | -21.7% | +31.3% | +18.6% |
| 3M | +1.6% | -25.6% | +27.3% | +11.3% |
| 6M | +2.2% | -17.4% | +19.6% | +6.9% |
| YTD | +25.9% | +9.2% | +16.7% | +17.7% |
| 1Y | +20.1% | +9.7% | +10.4% | +12.2% |
| 3Y | +12.4% | +54.6% | -42.2% | -8.8% |
| 5Y | +11.1% | +26.8% | -15.6% | -6.3% |
| 10Y | +190.1% | +89.0% | +101.2% | +96.0% |
| All | +3,248.3% | +2,496.1% | +752.1% | +760.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling