+130.2%
BP vs APD
+185.9%
-55.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | -11.6% | -3.7% | -8.0% | -10.2% |
| 30D | 0.0% | +9.6% | -9.6% | -3.9% |
| 3M | +6.7% | +1.6% | +5.1% | +5.7% |
| 6M | +2.2% | +2.2% | 0.0% | +0.4% |
| YTD | +33.0% | +25.9% | +7.1% | +18.5% |
| 1Y | +30.7% | +20.1% | +10.6% | +18.5% |
| 3Y | +44.2% | +12.4% | +31.8% | +30.0% |
| 5Y | +105.1% | +11.1% | +94.0% | +82.0% |
| All | +130.2% | +185.9% | -55.7% | +22.4% |
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