+37,205.6%
ADI vs APD
+6,189.3%
+31,016.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.4% |
| 7D | -12.8% | -3.7% | -9.2% | -11.3% |
| 30D | -11.3% | +9.6% | -21.0% | -14.9% |
| 3M | -3.4% | +1.6% | -5.0% | -4.3% |
| 6M | -12.0% | +2.2% | -14.2% | -13.4% |
| YTD | +35.3% | +25.9% | +9.4% | +20.6% |
| 1Y | +58.1% | +20.1% | +37.9% | +43.4% |
| 3Y | +127.4% | +12.4% | +115.0% | +106.7% |
| 5Y | +114.6% | +11.1% | +103.5% | +94.7% |
| 10Y | +589.3% | +190.1% | +399.2% | +309.0% |
| All | +37,205.6% | +6,189.3% | +31,016.3% | +5,535.1% |
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