+29.1%
APD vs AGI
+127.5%
-98.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +3.8% | -10.1% | +14.0% | +4.3% |
| 30D | +8.2% | -6.5% | +14.7% | +8.4% |
| 3M | +4.3% | -12.8% | +17.1% | +4.7% |
| 6M | +4.7% | -34.3% | +39.0% | +6.4% |
| YTD | +31.5% | -25.6% | +57.2% | +31.5% |
| 1Y | +23.5% | -14.2% | +37.8% | +21.8% |
| 3Y | +29.1% | +127.3% | -98.2% | +3.7% |
| All | +29.1% | +127.5% | -98.3% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling