+5.5%
APD vs A
+55.1%
-49.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.4% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | +9.4% | +0.8% | +8.6% | +9.3% |
| 3M | +4.7% | +16.9% | -12.2% | +4.1% |
| 6M | +5.5% | +53.8% | -48.3% | +4.3% |
| All | +5.5% | +55.1% | -49.6% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling