+277.6%
AG vs APD
+11.2%
+266.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | +1.0% | -2.2% | +3.2% | +1.7% |
| 30D | +19.2% | +2.1% | +17.1% | +18.4% |
| 3M | +6.2% | +7.2% | -1.0% | +4.0% |
| 6M | -26.7% | +11.2% | -37.9% | -29.0% |
| YTD | +26.1% | +24.4% | +1.7% | +17.2% |
| 1Y | +131.7% | +6.7% | +125.0% | +126.5% |
| All | +277.6% | +11.2% | +266.4% | +247.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling