+157.4%
ALL vs APD
+9.1%
+148.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | 0.0% | -2.2% | +2.2% | +0.4% |
| 30D | -1.5% | +2.1% | -3.6% | -1.8% |
| 3M | +23.6% | +7.2% | +16.5% | +22.2% |
| 6M | +22.3% | +11.2% | +11.1% | +19.9% |
| YTD | +26.5% | +24.4% | +2.1% | +21.0% |
| 1Y | +27.0% | +6.7% | +20.3% | +25.0% |
| All | +157.4% | +9.1% | +148.2% | +150.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling