+45.0%
AA vs APD
+187.0%
-142.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.7% |
| 7D | +1.2% | -0.2% | +1.5% | +1.5% |
| 30D | -5.0% | +11.0% | -16.0% | -12.4% |
| 3M | -22.2% | +1.3% | -23.5% | -23.3% |
| 6M | -36.3% | +6.4% | -42.7% | -40.3% |
| YTD | -24.2% | +28.9% | -53.1% | -39.7% |
| 1Y | +3.9% | +23.2% | -19.4% | -15.1% |
| 3Y | +67.6% | +26.3% | +41.2% | +31.2% |
| 5Y | -8.8% | +12.0% | -20.9% | -22.3% |
| 10Y | +45.0% | +183.2% | -138.2% | -45.6% |
| All | +45.0% | +187.0% | -142.0% | -45.6% |
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