+45.7%
APA vs APD
+29.6%
+16.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.8% |
| 7D | +9.6% | +2.2% | +7.4% | +8.6% |
| 30D | -0.2% | +9.4% | -9.7% | -4.1% |
| 3M | +19.8% | +4.7% | +15.2% | +17.3% |
| 6M | +30.1% | +5.5% | +24.6% | +26.4% |
| YTD | +100.4% | +31.4% | +69.0% | +73.7% |
| 1Y | +105.2% | +24.1% | +81.1% | +82.8% |
| All | +45.7% | +29.6% | +16.1% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling