+115.2%
AA vs APD
+165.5%
-50.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.4% |
| 7D | -0.7% | -2.2% | +1.5% | +1.0% |
| 30D | +5.0% | +2.1% | +2.9% | +3.1% |
| 3M | -35.8% | +7.2% | -43.0% | -40.0% |
| 6M | -18.4% | +11.2% | -29.6% | -26.3% |
| YTD | -5.5% | +24.4% | -29.9% | -22.6% |
| 1Y | +61.0% | +6.7% | +54.3% | +47.5% |
| 3Y | +66.2% | +9.2% | +57.0% | +45.7% |
| 5Y | +11.4% | +27.4% | -16.0% | -15.1% |
| All | +115.2% | +165.5% | -50.3% | -14.0% |
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 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