+145.0%
ALL vs APD
+11.0%
+134.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.1% |
| 7D | -1.9% | -3.7% | +1.7% | -1.1% |
| 30D | +13.8% | +9.6% | +4.2% | +11.5% |
| 3M | -7.0% | +1.6% | -8.6% | -7.3% |
| 6M | +18.0% | +2.2% | +15.9% | +17.3% |
| YTD | +24.2% | +25.9% | -1.7% | +16.7% |
| 1Y | +31.2% | +20.1% | +11.0% | +24.6% |
| 3Y | +107.5% | +12.4% | +95.1% | +98.4% |
| All | +145.0% | +11.0% | +134.1% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling