+25.3%
APD vs AGI
+392.7%
-367.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | -4.6% | +2.2% | -6.8% | -4.8% |
| 30D | -4.2% | +11.3% | -15.5% | -5.3% |
| 3M | +5.0% | +5.6% | -0.7% | +4.0% |
| 6M | +8.9% | -27.7% | +36.6% | +11.9% |
| YTD | +21.9% | -4.1% | +26.0% | +20.1% |
| 1Y | +5.6% | +13.8% | -8.2% | +1.0% |
| 3Y | +6.9% | +217.0% | -210.2% | -16.0% |
| 5Y | +25.3% | +404.3% | -379.0% | -9.0% |
| All | +25.3% | +392.7% | -367.3% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling