-17.4%
AA vs APD
+16.4%
-33.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.5% | +3.8% | -3.3% | -1.9% |
| 30D | -0.6% | +8.2% | -8.8% | -5.6% |
| 3M | -19.7% | +4.3% | -23.9% | -22.1% |
| 6M | -41.6% | +4.7% | -46.3% | -43.9% |
| YTD | -24.6% | +31.5% | -56.2% | -39.3% |
| 1Y | +4.9% | +23.5% | -18.7% | -12.1% |
| 3Y | +66.8% | +29.1% | +37.7% | +32.8% |
| All | -17.4% | +16.4% | -33.8% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling