+20.1%
APD vs ACI
-23.4%
+43.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.2% |
| 7D | -3.7% | -2.2% | -1.4% | -3.5% |
| 30D | +9.6% | +10.3% | -0.7% | +9.0% |
| 3M | +1.6% | +7.2% | -5.6% | +1.3% |
| 6M | +2.2% | -18.0% | +20.2% | +2.6% |
| YTD | +25.9% | -22.0% | +47.9% | +25.1% |
| 1Y | +20.1% | -23.4% | +43.5% | +20.0% |
| All | +20.1% | -23.4% | +43.6% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling