+1,709.5%
BE vs APD
+29.7%
+1,679.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -5.0% |
| 7D | +10.8% | +3.8% | +7.0% | +9.0% |
| 30D | -19.8% | +8.2% | -28.0% | -22.7% |
| 3M | -18.7% | +4.3% | -23.0% | -20.6% |
| 6M | -33.7% | +4.7% | -38.4% | -35.9% |
| YTD | +121.0% | +31.5% | +89.4% | +89.6% |
| 1Y | +85.4% | +23.5% | +61.9% | +64.2% |
| 3Y | +1,709.5% | +29.1% | +1,680.4% | +1,535.8% |
| All | +1,709.5% | +29.7% | +1,679.8% | +1,535.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling