+74.6%
AG vs APD
+162.9%
-88.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | -0.1% | -4.6% | +4.5% | +1.7% |
| 30D | +12.5% | -4.2% | +16.6% | +14.2% |
| 3M | +28.2% | +5.0% | +23.2% | +25.6% |
| 6M | -18.8% | +8.9% | -27.8% | -21.8% |
| YTD | +27.4% | +21.9% | +5.5% | +16.5% |
| 1Y | +132.2% | +5.6% | +126.6% | +124.3% |
| 3Y | +286.9% | +6.9% | +280.0% | +262.8% |
| 5Y | +72.8% | +25.3% | +47.4% | +51.5% |
| 10Y | +74.6% | +169.1% | -94.5% | +39.6% |
| All | +74.6% | +162.9% | -88.3% | +39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling