+183.2%
APD vs A
+312.5%
-129.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.9% |
| 7D | -0.2% | +1.4% | -1.6% | -0.8% |
| 30D | +11.0% | +4.3% | +6.7% | +8.9% |
| 3M | +1.3% | +19.8% | -18.5% | -6.6% |
| 6M | +6.4% | +54.4% | -48.0% | -13.2% |
| YTD | +28.9% | +31.7% | -2.8% | +12.2% |
| 1Y | +23.2% | +22.4% | +0.8% | +10.9% |
| 3Y | +26.3% | +67.7% | -41.4% | -6.0% |
| 5Y | +12.0% | +15.7% | -3.7% | -2.1% |
| 10Y | +183.2% | +308.7% | -125.5% | +32.9% |
| All | +183.2% | +312.5% | -129.3% | +32.9% |
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