-3.8%
BROS vs APD
+31.5%
-35.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -19.0% | -0.2% | -18.8% | -18.6% |
| 30D | -7.3% | +11.0% | -18.3% | -10.9% |
| 3M | -31.2% | +1.3% | -32.5% | -31.3% |
| 6M | -33.0% | +6.4% | -39.4% | -35.0% |
| YTD | -42.4% | +28.9% | -71.3% | -49.7% |
| 1Y | -37.7% | +23.2% | -61.0% | -44.6% |
| 3Y | +28.2% | +26.3% | +1.9% | +10.5% |
| 5Y | -43.4% | +12.0% | -55.4% | -63.2% |
| All | -3.8% | +31.5% | -35.3% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling