+1,076.1%
BE vs APD
+27.6%
+1,048.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.3% | +8.1% |
| 7D | +20.0% | -2.2% | +22.2% | +21.7% |
| 30D | +7.9% | +2.1% | +5.8% | +5.3% |
| 3M | -13.2% | +7.2% | -20.4% | -18.9% |
| 6M | +53.5% | +11.2% | +42.2% | +39.9% |
| YTD | +191.0% | +24.4% | +166.6% | +141.5% |
| 1Y | +360.5% | +6.7% | +353.9% | +328.9% |
| 3Y | +1,568.0% | +9.2% | +1,558.8% | +1,380.6% |
| All | +1,076.1% | +27.6% | +1,048.6% | +747.3% |
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