+0.1%
APA vs APD
+165.5%
-165.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.5% |
| 7D | +0.5% | -2.2% | +2.8% | +2.0% |
| 30D | +23.4% | +2.1% | +21.3% | +21.6% |
| 3M | +12.7% | +7.2% | +5.5% | +6.2% |
| 6M | +39.4% | +11.2% | +28.2% | +27.8% |
| YTD | +79.0% | +24.4% | +54.6% | +50.6% |
| 1Y | +88.8% | +6.7% | +82.2% | +75.9% |
| 3Y | +6.4% | +9.2% | -2.9% | -6.4% |
| 5Y | +153.0% | +27.4% | +125.6% | +90.1% |
| All | +0.1% | +165.5% | -165.4% | -50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling