+33.4%
AG vs APD
+36.4%
-3.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.9% | +7.3% | +8.8% |
| 7D | -2.6% | +3.8% | -6.4% | -3.3% |
| 30D | -12.1% | +14.1% | -26.2% | -14.4% |
| 3M | -6.6% | +8.2% | -14.8% | -8.2% |
| 6M | -20.5% | +7.5% | -28.0% | -21.6% |
| YTD | -7.4% | +31.7% | -39.1% | -10.8% |
| 1Y | +33.4% | +35.1% | -1.7% | +28.0% |
| All | +33.4% | +36.4% | -3.0% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling