+69.8%
APA vs APD
+11.0%
+58.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.3% |
| 7D | -15.5% | -3.7% | -11.8% | -14.1% |
| 30D | +2.4% | +9.6% | -7.2% | -2.0% |
| 3M | +22.8% | +1.6% | +21.2% | +21.6% |
| 6M | +17.9% | +2.2% | +15.8% | +15.8% |
| YTD | +87.7% | +25.9% | +61.8% | +64.9% |
| 1Y | +94.2% | +20.1% | +74.0% | +74.3% |
| 3Y | +27.2% | +12.4% | +14.8% | +16.3% |
| All | +69.8% | +11.0% | +58.9% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling