+1,359.3%
BP vs APD
+6,189.3%
-4,830.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | -11.6% | -3.7% | -8.0% | -10.4% |
| 30D | 0.0% | +9.6% | -9.6% | -3.4% |
| 3M | +6.7% | +1.6% | +5.1% | +5.9% |
| 6M | +2.2% | +2.2% | 0.0% | +0.6% |
| YTD | +33.0% | +25.9% | +7.1% | +20.5% |
| 1Y | +30.7% | +20.1% | +10.6% | +20.2% |
| 3Y | +44.2% | +12.4% | +31.8% | +32.1% |
| 5Y | +105.1% | +11.1% | +94.0% | +85.9% |
| 10Y | +133.5% | +190.1% | -56.6% | +46.0% |
| All | +1,359.3% | +6,189.3% | -4,830.0% | +388.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling