+19,143.8%
AFL vs APD
+6,115.6%
+13,028.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +0.6% | -2.2% | +2.8% | +1.6% |
| 30D | -6.2% | +2.1% | -8.3% | -7.2% |
| 3M | +2.2% | +7.2% | -5.0% | -1.7% |
| 6M | +5.3% | +11.2% | -6.0% | -0.8% |
| YTD | +8.0% | +24.4% | -16.4% | -3.9% |
| 1Y | +10.2% | +6.7% | +3.6% | +4.8% |
| 3Y | +67.1% | +9.2% | +57.8% | +51.3% |
| 5Y | +135.6% | +27.4% | +108.2% | +94.1% |
| 10Y | +299.4% | +164.8% | +134.5% | +125.9% |
| All | +19,143.8% | +6,115.6% | +13,028.2% | +2,913.3% |
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