+236.2%
BBY vs APD
+168.7%
+67.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.7% | -3.5% | +4.2% | +2.5% |
| 30D | +5.8% | -5.1% | +10.8% | +8.6% |
| 3M | +18.0% | +6.9% | +11.2% | +13.3% |
| 6M | +39.8% | +8.1% | +31.8% | +32.2% |
| YTD | +35.4% | +21.2% | +14.2% | +19.4% |
| 1Y | +21.4% | +4.9% | +16.5% | +15.2% |
| 3Y | +39.5% | +6.3% | +33.2% | +28.2% |
| 5Y | -0.5% | +24.3% | -24.8% | -18.7% |
| All | +236.2% | +168.7% | +67.5% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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