+368.4%
ALL vs APD
+188.9%
+179.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +13.8% | +11.0% | +2.8% | +9.5% |
| 3M | -2.8% | +2.0% | -4.8% | -3.5% |
| 6M | +23.7% | +7.1% | +16.6% | +20.0% |
| YTD | +27.3% | +29.8% | -2.5% | +13.9% |
| 1Y | +30.5% | +24.0% | +6.5% | +18.6% |
| 3Y | +113.0% | +27.2% | +85.8% | +85.7% |
| 5Y | +157.6% | +12.8% | +144.8% | +130.5% |
| 10Y | +368.4% | +185.0% | +183.4% | +172.9% |
| All | +368.4% | +188.9% | +179.5% | +172.9% |
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