+895.0%
APA vs APD
+6,189.3%
-5,294.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.4% |
| 7D | -15.5% | -3.7% | -11.8% | -14.0% |
| 30D | +2.4% | +9.6% | -7.2% | -2.2% |
| 3M | +22.8% | +1.6% | +21.2% | +21.5% |
| 6M | +17.9% | +2.2% | +15.8% | +15.5% |
| YTD | +87.7% | +25.9% | +61.8% | +65.0% |
| 1Y | +94.2% | +20.1% | +74.0% | +74.2% |
| 3Y | +27.2% | +12.4% | +14.8% | +15.6% |
| 5Y | +74.1% | +11.1% | +63.0% | +57.2% |
| 10Y | +2.6% | +190.1% | -187.5% | -37.2% |
| All | +895.0% | +6,189.3% | -5,294.3% | +164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling