+2,138.7%
APD vs IBN
+1,756.6%
+382.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.4% | +1.7% |
| 7D | -1.6% | +14.6% | -16.2% | -4.3% |
| 30D | +10.6% | +23.5% | -12.9% | +5.9% |
| 3M | +2.5% | +14.0% | -11.5% | -0.3% |
| 6M | +6.0% | +31.1% | -25.2% | 0.0% |
| YTD | +28.4% | +16.6% | +11.9% | +23.9% |
| 1Y | +22.2% | +14.9% | +7.2% | +18.1% |
| 3Y | +26.6% | +56.9% | -30.3% | +13.8% |
| 5Y | +11.8% | +69.7% | -57.9% | -1.6% |
| 10Y | +187.8% | +365.4% | -177.6% | +98.9% |
| All | +2,138.7% | +1,756.6% | +382.2% | +967.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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