+387.2%
BE vs APD
+11.0%
+376.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +4.5% |
| 7D | -14.7% | -3.7% | -11.1% | -12.4% |
| 30D | -40.5% | +9.6% | -50.1% | -44.5% |
| 3M | -24.3% | +1.6% | -26.0% | -26.1% |
| 6M | -39.3% | +2.2% | -41.5% | -41.2% |
| YTD | +99.4% | +25.9% | +73.5% | +64.3% |
| 1Y | +26.6% | +20.1% | +6.4% | +7.1% |
| 3Y | +1,616.9% | +12.4% | +1,604.6% | +1,380.9% |
| All | +387.2% | +11.0% | +376.2% | +297.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling