+1,008.9%
BE vs APD
+132.5%
+876.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.2% | +10.8% | +10.4% |
| 7D | +29.8% | -2.5% | +32.3% | +31.7% |
| 30D | +26.4% | -1.9% | +28.3% | +27.1% |
| 3M | +9.3% | +8.2% | +1.1% | +2.0% |
| 6M | +105.1% | +10.7% | +94.3% | +89.0% |
| YTD | +219.0% | +22.9% | +196.1% | +172.1% |
| 1Y | +418.8% | +5.8% | +413.0% | +386.8% |
| 3Y | +1,784.6% | +7.8% | +1,776.8% | +1,603.0% |
| 5Y | +1,251.0% | +26.1% | +1,224.9% | +1,002.8% |
| All | +1,008.9% | +132.5% | +876.4% | +783.2% |
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