+34.1%
BP vs APD
+9.1%
+25.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +3.9% | -2.2% | +6.2% | +4.4% |
| 30D | +7.6% | +2.1% | +5.5% | +7.1% |
| 3M | +0.7% | +7.2% | -6.5% | -0.9% |
| 6M | +15.5% | +11.2% | +4.2% | +12.8% |
| YTD | +30.8% | +24.4% | +6.4% | +24.7% |
| 1Y | +34.3% | +6.7% | +27.6% | +32.2% |
| All | +34.1% | +9.1% | +25.0% | +31.0% |
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