+1,746.8%
APD vs A
+457.0%
+1,289.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -2.2% | -1.9% | -0.3% | -1.7% |
| 30D | +2.1% | +6.9% | -4.8% | +0.3% |
| 3M | +7.2% | +9.2% | -2.1% | +4.5% |
| 6M | +11.2% | +25.7% | -14.4% | +3.8% |
| YTD | +24.4% | +11.5% | +12.9% | +19.5% |
| 1Y | +6.7% | +18.4% | -11.7% | +0.8% |
| 3Y | +9.2% | +26.6% | -17.4% | 0.0% |
| 5Y | +27.4% | -12.8% | +40.2% | +26.7% |
| 10Y | +164.8% | +247.2% | -82.4% | +88.7% |
| All | +1,746.8% | +457.0% | +1,289.8% | +836.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling