+8.6%
AA vs APD
+24.7%
-16.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.1% |
| 7D | +0.9% | -3.7% | +4.6% | +1.3% |
| 30D | -6.7% | +9.6% | -16.3% | -7.4% |
| 3M | -16.3% | +1.6% | -18.0% | -16.4% |
| 6M | -37.1% | +2.2% | -39.3% | -36.7% |
| YTD | -25.0% | +25.9% | -50.9% | -26.7% |
| 1Y | +8.6% | +20.1% | -11.6% | +5.2% |
| All | +8.6% | +24.7% | -16.1% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling