+94.2%
APA vs APD
+24.7%
+69.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.9% |
| 7D | -15.5% | -3.7% | -11.8% | -15.0% |
| 30D | +2.4% | +9.6% | -7.2% | +0.7% |
| 3M | +22.8% | +1.6% | +21.2% | +22.4% |
| 6M | +17.9% | +2.2% | +15.8% | +18.2% |
| YTD | +87.7% | +25.9% | +61.8% | +75.5% |
| 1Y | +94.2% | +20.1% | +74.0% | +86.6% |
| All | +94.2% | +24.7% | +69.5% | +86.6% |
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 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