+182.3%
APD vs A
+319.7%
-137.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.2% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +9.6% | +3.4% | +6.3% | +7.9% |
| 3M | +1.6% | +23.8% | -22.2% | -7.6% |
| 6M | +2.2% | +49.0% | -46.8% | -15.3% |
| YTD | +25.9% | +29.4% | -3.5% | +10.4% |
| 1Y | +20.1% | +19.4% | +0.8% | +9.3% |
| 3Y | +12.4% | +66.2% | -53.8% | -16.4% |
| 5Y | +11.1% | +15.8% | -4.7% | -3.2% |
| All | +182.3% | +319.7% | -137.4% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling