+41.6%
AA vs APD
+191.9%
-150.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.5% | +3.8% | -3.3% | -2.3% |
| 30D | -0.6% | +8.2% | -8.8% | -6.4% |
| 3M | -19.7% | +4.3% | -23.9% | -22.6% |
| 6M | -41.6% | +4.7% | -46.3% | -44.5% |
| YTD | -24.6% | +31.5% | -56.2% | -41.0% |
| 1Y | +4.9% | +23.5% | -18.7% | -14.3% |
| 3Y | +66.8% | +29.1% | +37.7% | +28.4% |
| 5Y | -19.4% | +15.9% | -35.3% | -33.0% |
| All | +41.6% | +191.9% | -150.3% | -51.1% |
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