+369.0%
ALL vs APD
+187.5%
+181.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -2.6% | -1.2% | -1.4% | -2.1% |
| 30D | +12.7% | +11.0% | +1.7% | +8.4% |
| 3M | +0.4% | +2.6% | -2.2% | -0.6% |
| 6M | +23.8% | +4.8% | +19.0% | +21.1% |
| YTD | +27.8% | +31.0% | -3.2% | +13.9% |
| 1Y | +28.9% | +23.4% | +5.5% | +17.3% |
| 3Y | +113.9% | +28.4% | +85.5% | +85.8% |
| 5Y | +157.4% | +15.2% | +142.2% | +128.1% |
| 10Y | +369.0% | +190.7% | +178.3% | +176.5% |
| All | +369.0% | +187.5% | +181.5% | +176.5% |
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