+121.7%
BP vs APD
+165.5%
-43.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +3.9% | -2.2% | +6.2% | +4.9% |
| 30D | +7.6% | +2.1% | +5.5% | +6.5% |
| 3M | +0.7% | +7.2% | -6.5% | -2.9% |
| 6M | +15.5% | +11.2% | +4.2% | +9.3% |
| YTD | +30.8% | +24.4% | +6.4% | +17.3% |
| 1Y | +34.3% | +6.7% | +27.6% | +28.2% |
| 3Y | +35.1% | +9.2% | +25.8% | +23.3% |
| 5Y | +126.8% | +27.4% | +99.5% | +84.6% |
| All | +121.7% | +165.5% | -43.8% | +20.3% |
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 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