-7.9%
BROS vs APD
+28.4%
-36.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.7% |
| 7D | -21.2% | -3.7% | -17.6% | -19.7% |
| 30D | -11.6% | +9.6% | -21.2% | -14.6% |
| 3M | -36.7% | +1.6% | -38.3% | -36.9% |
| 6M | -42.8% | +2.2% | -45.0% | -43.5% |
| YTD | -44.8% | +25.9% | -70.7% | -51.4% |
| 1Y | -36.5% | +20.1% | -56.7% | -42.9% |
| 3Y | +27.0% | +12.4% | +14.6% | +16.3% |
| 5Y | -50.3% | +11.1% | -61.5% | -66.7% |
| All | -7.9% | +28.4% | -36.3% | -26.8% |
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