+636.4%
ADI vs APD
+162.9%
+473.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | +2.6% | -4.6% | +7.2% | +5.2% |
| 30D | -4.6% | -4.2% | -0.4% | -2.6% |
| 3M | -9.5% | +5.0% | -14.5% | -12.5% |
| 6M | +14.8% | +8.9% | +5.9% | +8.6% |
| YTD | +35.8% | +21.9% | +13.9% | +20.2% |
| 1Y | +48.9% | +5.6% | +43.4% | +41.5% |
| 3Y | +115.6% | +6.9% | +108.7% | +97.0% |
| 5Y | +135.1% | +25.3% | +109.8% | +90.2% |
| 10Y | +636.4% | +169.1% | +467.4% | +268.2% |
| All | +636.4% | +162.9% | +473.5% | +268.2% |
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 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