+229.4%
AG vs APD
+11.7%
+217.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.3% |
| 7D | +6.3% | -3.7% | +10.0% | +7.5% |
| 30D | -8.9% | +9.6% | -18.6% | -11.5% |
| 3M | -12.2% | +1.6% | -13.8% | -12.7% |
| 6M | -28.3% | +2.2% | -30.5% | -28.8% |
| YTD | -8.8% | +25.9% | -34.7% | -15.7% |
| 1Y | +39.4% | +20.1% | +19.2% | +30.9% |
| 3Y | +229.4% | +12.4% | +217.0% | +200.0% |
| All | +229.4% | +11.7% | +217.8% | +200.0% |
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 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