+1,223.6%
APD vs AGI
+5,459.2%
-4,235.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | +2.1% | +18.2% | -16.1% | +1.0% |
| 3M | +7.2% | -4.1% | +11.3% | +7.2% |
| 6M | +11.2% | -28.7% | +40.0% | +12.9% |
| YTD | +24.4% | -4.0% | +28.4% | +23.7% |
| 1Y | +6.7% | +17.4% | -10.8% | +4.6% |
| 3Y | +9.2% | +203.0% | -193.8% | +0.6% |
| 5Y | +27.4% | +376.7% | -349.3% | +13.5% |
| 10Y | +164.8% | +407.5% | -242.7% | +127.7% |
| All | +1,223.6% | +5,459.2% | -4,235.6% | +968.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling