-28.3%
AG vs APD
+1.7%
-30.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.6% |
| 7D | +6.3% | -3.7% | +10.0% | +8.4% |
| 30D | -8.9% | +9.6% | -18.6% | -13.4% |
| 3M | -12.2% | +1.6% | -13.8% | -13.3% |
| 6M | -28.3% | +2.2% | -30.5% | -23.7% |
| All | -28.3% | +1.7% | -30.0% | -23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling