+114.3%
ADI vs APD
+11.0%
+103.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.3% |
| 7D | -12.8% | -3.7% | -9.2% | -11.4% |
| 30D | -11.3% | +9.6% | -21.0% | -14.7% |
| 3M | -3.4% | +1.6% | -5.0% | -4.2% |
| 6M | -12.0% | +2.2% | -14.2% | -13.3% |
| YTD | +35.3% | +25.9% | +9.4% | +20.7% |
| 1Y | +58.1% | +20.1% | +37.9% | +43.6% |
| 3Y | +127.4% | +12.4% | +115.0% | +109.3% |
| All | +114.3% | +11.0% | +103.3% | +76.0% |
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