+11.1%
AG vs APD
+11.0%
+0.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.5% |
| 7D | +6.3% | -3.7% | +10.0% | +8.1% |
| 30D | -8.9% | +9.6% | -18.6% | -12.6% |
| 3M | -12.2% | +1.6% | -13.8% | -12.9% |
| 6M | -28.3% | +2.2% | -30.5% | -29.1% |
| YTD | -8.8% | +25.9% | -34.7% | -18.9% |
| 1Y | +39.4% | +20.1% | +19.2% | +26.6% |
| 3Y | +229.4% | +12.4% | +217.0% | +198.1% |
| All | +11.1% | +11.0% | +0.2% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling