+103.9%
BP vs APD
+11.0%
+92.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -11.6% | -3.7% | -8.0% | -10.8% |
| 30D | 0.0% | +9.6% | -9.6% | -2.4% |
| 3M | +6.7% | +1.6% | +5.1% | +6.1% |
| 6M | +2.2% | +2.2% | 0.0% | +1.2% |
| YTD | +33.0% | +25.9% | +7.1% | +24.0% |
| 1Y | +30.7% | +20.1% | +10.6% | +23.2% |
| 3Y | +44.2% | +12.4% | +31.8% | +36.9% |
| All | +103.9% | +11.0% | +92.9% | +85.6% |
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