-28.6%
BROS vs APD
+5.6%
-34.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.6% |
| 7D | -0.9% | -2.5% | +1.6% | -1.2% |
| 30D | -13.5% | -1.9% | -11.6% | -13.6% |
| 3M | -18.4% | +8.2% | -26.7% | -17.3% |
| 6M | -10.6% | +10.7% | -21.3% | -9.7% |
| YTD | -25.1% | +22.9% | -48.0% | -25.5% |
| 1Y | -28.6% | +5.8% | -34.4% | -24.0% |
| All | -28.6% | +5.6% | -34.3% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling