+26.9%
ALL vs APD
+21.8%
+5.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | -3.9% | -1.6% | -2.3% | -3.7% |
| 30D | +10.6% | +10.6% | 0.0% | +9.8% |
| 3M | -4.6% | +2.5% | -7.1% | -4.6% |
| 6M | +20.2% | +6.0% | +14.2% | +20.4% |
| YTD | +23.7% | +28.4% | -4.7% | +20.7% |
| All | +26.9% | +21.8% | +5.1% | +24.1% |
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