+105.2%
APA vs APD
+23.7%
+81.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.9% |
| 7D | +9.6% | +2.2% | +7.4% | +9.2% |
| 30D | -0.2% | +9.4% | -9.7% | -1.8% |
| 3M | +19.8% | +4.7% | +15.2% | +18.8% |
| 6M | +30.1% | +5.5% | +24.6% | +29.9% |
| YTD | +100.4% | +31.4% | +69.0% | +86.1% |
| 1Y | +105.2% | +24.1% | +81.1% | +94.1% |
| All | +105.2% | +23.7% | +81.6% | +94.1% |
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