+28.9%
ALL vs APD
+24.7%
+4.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -2.6% | -1.2% | -1.4% | -2.5% |
| 30D | +12.7% | +11.0% | +1.7% | +11.9% |
| 3M | +0.4% | +2.6% | -2.2% | +0.3% |
| 6M | +23.8% | +4.8% | +19.0% | +24.0% |
| YTD | +27.8% | +31.0% | -3.2% | +24.7% |
| 1Y | +28.9% | +23.4% | +5.5% | +26.0% |
| All | +28.9% | +24.7% | +4.2% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling