+363.8%
ALL vs APD
+192.6%
+171.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.2% |
| 7D | -3.9% | -1.6% | -2.3% | -3.3% |
| 30D | +10.6% | +10.6% | 0.0% | +6.6% |
| 3M | -4.6% | +2.5% | -7.1% | -5.5% |
| 6M | +20.2% | +6.0% | +14.2% | +17.1% |
| YTD | +23.7% | +28.4% | -4.7% | +11.1% |
| 1Y | +27.9% | +22.2% | +5.7% | +16.8% |
| 3Y | +109.2% | +26.6% | +82.6% | +82.6% |
| 5Y | +148.0% | +11.8% | +136.2% | +122.6% |
| 10Y | +363.8% | +187.8% | +176.0% | +167.2% |
| All | +363.8% | +192.6% | +171.2% | +167.2% |
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