+35.1%
APD vs AR
+14.7%
+20.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.3% | +8.1% | +2.5% |
| 7D | +3.8% | -11.1% | +14.9% | +4.9% |
| 30D | +14.1% | +7.9% | +6.2% | +13.0% |
| 3M | +8.2% | +4.9% | +3.3% | +7.4% |
| 6M | +7.5% | -5.3% | +12.9% | +7.4% |
| YTD | +31.7% | +8.6% | +23.0% | +30.6% |
| 1Y | +35.1% | +13.7% | +21.4% | +31.6% |
| All | +35.1% | +14.7% | +20.4% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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