+89.0%
AG vs APD
+184.8%
-95.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.2% | -6.0% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | -13.5% | +11.0% | -24.6% | -17.0% |
| 3M | -20.7% | +2.0% | -22.7% | -21.4% |
| 6M | -31.5% | +7.1% | -38.6% | -33.4% |
| YTD | -10.1% | +29.8% | -39.9% | -19.7% |
| 1Y | +26.0% | +24.0% | +2.0% | +14.5% |
| 3Y | +228.9% | +27.2% | +201.7% | +190.2% |
| 5Y | +8.7% | +12.8% | -4.1% | -1.7% |
| All | +89.0% | +184.8% | -95.8% | +58.2% |
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