+3,716.0%
ALL vs APD
+3,094.1%
+621.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -0.9% |
| 7D | 0.0% | -2.2% | +2.2% | +1.0% |
| 30D | -1.5% | +2.1% | -3.6% | -2.4% |
| 3M | +23.6% | +7.2% | +16.5% | +19.4% |
| 6M | +22.3% | +11.2% | +11.1% | +15.9% |
| YTD | +26.5% | +24.4% | +2.1% | +13.6% |
| 1Y | +27.0% | +6.7% | +20.3% | +21.3% |
| 3Y | +149.6% | +9.2% | +140.3% | +127.7% |
| 5Y | +118.1% | +27.4% | +90.7% | +81.1% |
| 10Y | +369.0% | +164.8% | +204.1% | +169.5% |
| All | +3,716.0% | +3,094.1% | +621.9% | +846.3% |
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