+371.6%
ALL vs APD
+191.9%
+179.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +5.0% | +3.8% | +1.2% | +3.5% |
| 30D | +13.3% | +8.2% | +5.1% | +10.1% |
| 3M | +3.2% | +4.3% | -1.1% | +1.5% |
| 6M | +25.3% | +4.7% | +20.6% | +22.7% |
| YTD | +30.5% | +31.5% | -1.1% | +16.1% |
| 1Y | +29.2% | +23.5% | +5.7% | +17.6% |
| 3Y | +119.1% | +29.1% | +90.0% | +89.9% |
| 5Y | +162.6% | +15.9% | +146.7% | +132.2% |
| All | +371.6% | +191.9% | +179.7% | +175.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling