+33.2%
BE vs APD
+23.0%
+10.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.7% | -4.5% |
| 7D | -13.4% | -0.2% | -13.1% | -13.1% |
| 30D | -33.9% | +11.0% | -44.9% | -35.7% |
| 3M | -12.0% | +2.0% | -14.0% | -12.5% |
| 6M | -29.0% | +7.1% | -36.0% | -31.8% |
| YTD | +113.4% | +29.8% | +83.6% | +97.5% |
| 1Y | +33.2% | +24.0% | +9.1% | +25.6% |
| All | +33.2% | +23.0% | +10.1% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling