+112.2%
BP vs APD
+15.4%
+96.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +2.5% | +2.2% | +0.3% | +1.9% |
| 30D | -5.6% | +9.4% | -15.0% | -7.8% |
| 3M | +8.0% | +4.7% | +3.4% | +6.6% |
| 6M | +5.7% | +5.5% | +0.2% | +3.8% |
| YTD | +36.8% | +31.4% | +5.4% | +26.2% |
| 1Y | +30.7% | +24.1% | +6.6% | +22.2% |
| 3Y | +51.6% | +28.8% | +22.8% | +38.0% |
| 5Y | +112.2% | +15.8% | +96.4% | +88.4% |
| All | +112.2% | +15.4% | +96.8% | +88.4% |
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 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