+167.3%
APD vs AGI
+392.3%
-225.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -3.3% | -2.7% | -0.5% | -3.1% |
| 30D | -4.2% | +7.2% | -11.4% | -4.6% |
| 3M | +5.4% | +4.3% | +1.2% | +4.9% |
| 6M | +6.3% | -27.1% | +33.4% | +7.8% |
| YTD | +20.3% | -6.6% | +26.9% | +19.7% |
| 1Y | +1.6% | +9.5% | -7.9% | -0.2% |
| 3Y | +4.0% | +208.4% | -204.4% | -5.5% |
| 5Y | +23.3% | +401.6% | -378.3% | +8.6% |
| All | +167.3% | +392.3% | -225.1% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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