+40,257.2%
ADI vs APD
+6,384.4%
+33,872.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -6.3% | -0.2% | -6.1% | -6.1% |
| 30D | -3.2% | +11.0% | -14.2% | -7.5% |
| 3M | +2.8% | +2.0% | +0.8% | +1.7% |
| 6M | -5.0% | +7.1% | -12.1% | -8.4% |
| YTD | +46.3% | +29.8% | +16.6% | +28.8% |
| 1Y | +71.6% | +24.0% | +47.6% | +53.7% |
| 3Y | +139.2% | +27.2% | +112.0% | +107.1% |
| 5Y | +136.4% | +12.8% | +123.6% | +113.3% |
| 10Y | +636.2% | +185.0% | +451.2% | +340.1% |
| All | +40,257.2% | +6,384.4% | +33,872.9% | +5,918.3% |
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