+95.8%
AGG vs APD
+1,201.6%
-1,105.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.5% | +3.8% | -5.3% | -1.5% |
| 30D | +0.6% | +8.2% | -7.6% | +0.7% |
| 3M | -1.6% | +4.3% | -5.9% | -1.6% |
| 6M | -1.6% | +4.7% | -6.3% | -1.6% |
| YTD | -1.5% | +31.5% | -33.1% | -1.4% |
| 1Y | -1.1% | +23.5% | -24.6% | -1.0% |
| 3Y | +13.6% | +29.1% | -15.5% | +13.8% |
| 5Y | -1.7% | +15.9% | -17.6% | -1.6% |
| 10Y | +16.1% | +191.9% | -175.8% | +18.3% |
| All | +95.8% | +1,201.6% | -1,105.8% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling