+210.9%
AA vs APD
+6,189.3%
-5,978.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +4.0% |
| 7D | +0.9% | -3.7% | +4.6% | +3.6% |
| 30D | -6.7% | +9.6% | -16.3% | -12.6% |
| 3M | -16.3% | +1.6% | -18.0% | -17.6% |
| 6M | -37.1% | +2.2% | -39.3% | -39.0% |
| YTD | -25.0% | +25.9% | -50.9% | -37.8% |
| 1Y | +8.6% | +20.1% | -11.6% | -7.6% |
| 3Y | +57.2% | +12.4% | +44.8% | +37.3% |
| 5Y | -13.0% | +11.1% | -24.2% | -23.2% |
| 10Y | +65.5% | +190.1% | -124.6% | -23.5% |
| All | +210.9% | +6,189.3% | -5,978.4% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling