+47.2%
BP vs APD
+29.2%
+18.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | -0.8% | -1.2% | +0.4% | -0.5% |
| 30D | -3.1% | +11.0% | -14.2% | -5.1% |
| 3M | +6.2% | +2.6% | +3.6% | +5.5% |
| 6M | +4.8% | +4.8% | 0.0% | +3.7% |
| YTD | +35.2% | +31.0% | +4.2% | +27.4% |
| 1Y | +27.4% | +23.4% | +4.0% | +21.5% |
| All | +47.2% | +29.2% | +18.0% | +40.2% |
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