+66.3%
AA vs APD
+185.9%
-119.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +4.0% |
| 7D | +0.9% | -3.7% | +4.6% | +3.8% |
| 30D | -6.7% | +9.6% | -16.3% | -13.1% |
| 3M | -16.3% | +1.6% | -18.0% | -17.8% |
| 6M | -37.1% | +2.2% | -39.3% | -39.2% |
| YTD | -25.0% | +25.9% | -50.9% | -39.3% |
| 1Y | +8.6% | +20.1% | -11.6% | -9.6% |
| 3Y | +57.2% | +12.4% | +44.8% | +33.9% |
| 5Y | -13.0% | +11.1% | -24.2% | -25.6% |
| All | +66.3% | +185.9% | -119.6% | -36.3% |
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