+12.4%
AA vs APD
+27.6%
-15.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.5% |
| 7D | -0.7% | -2.2% | +1.5% | +0.7% |
| 30D | +5.0% | +2.1% | +2.9% | +3.4% |
| 3M | -35.8% | +7.2% | -43.0% | -39.5% |
| 6M | -18.4% | +11.2% | -29.6% | -25.4% |
| YTD | -5.5% | +24.4% | -29.9% | -21.0% |
| 1Y | +61.0% | +6.7% | +54.3% | +49.7% |
| 3Y | +66.2% | +9.2% | +57.0% | +49.2% |
| All | +12.4% | +27.6% | -15.1% | -18.4% |
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