+107.2%
APA vs APD
+36.4%
+70.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.9% | -8.8% | -7.4% |
| 7D | -13.0% | +3.8% | -16.8% | -13.8% |
| 30D | +2.0% | +14.1% | -12.1% | -1.7% |
| 3M | +24.9% | +8.2% | +16.7% | +22.3% |
| 6M | +7.2% | +7.5% | -0.4% | +5.5% |
| YTD | +87.1% | +31.7% | +55.4% | +65.6% |
| 1Y | +107.2% | +35.1% | +72.1% | +77.0% |
| All | +107.2% | +36.4% | +70.8% | +77.0% |
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 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