+29.0%
APD vs A
+63.6%
-34.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.8% |
| 7D | +2.2% | +0.7% | +1.5% | +2.0% |
| 30D | +9.4% | +0.8% | +8.6% | +9.1% |
| 3M | +4.7% | +16.9% | -12.2% | +0.4% |
| 6M | +5.5% | +53.8% | -48.3% | -6.3% |
| YTD | +31.4% | +28.1% | +3.3% | +23.3% |
| 1Y | +24.1% | +15.0% | +9.1% | +20.8% |
| All | +29.0% | +63.6% | -34.6% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling