+23.9%
AG vs APD
+24.7%
-0.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.3% |
| 7D | -4.0% | -1.2% | -2.9% | -3.8% |
| 30D | -13.1% | +11.0% | -24.1% | -14.7% |
| 3M | -22.0% | +2.6% | -24.6% | -22.7% |
| 6M | -37.3% | +4.8% | -42.1% | -38.0% |
| YTD | -11.2% | +31.0% | -42.2% | -13.5% |
| 1Y | +23.9% | +23.4% | +0.6% | +24.1% |
| All | +23.9% | +24.7% | -0.7% | +24.1% |
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 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