+3,821.1%
ALL vs APD
+3,181.3%
+639.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | +0.4% |
| 7D | +4.2% | -0.7% | +4.9% | +4.5% |
| 30D | +18.9% | +10.1% | +8.8% | +14.1% |
| 3M | +1.2% | +4.9% | -3.7% | -1.0% |
| 6M | +23.2% | +2.5% | +20.8% | +21.2% |
| YTD | +30.0% | +27.8% | +2.2% | +15.3% |
| 1Y | +39.6% | +32.9% | +6.7% | +21.0% |
| 3Y | +115.2% | +13.4% | +101.9% | +93.1% |
| 5Y | +156.2% | +12.8% | +143.4% | +125.4% |
| 10Y | +398.0% | +194.6% | +203.4% | +172.7% |
| All | +3,821.1% | +3,181.3% | +639.8% | +860.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling