+27.9%
APD vs AR
+143.7%
-115.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -2.2% | +2.5% | -4.7% | -2.5% |
| 30D | +2.1% | +14.8% | -12.7% | +0.4% |
| 3M | +7.2% | +6.2% | +0.9% | +6.2% |
| 6M | +11.2% | +4.3% | +7.0% | +10.3% |
| YTD | +24.4% | +14.4% | +10.0% | +21.8% |
| 1Y | +6.7% | +21.3% | -14.7% | +3.3% |
| 3Y | +9.2% | +39.8% | -30.6% | +2.1% |
| All | +27.9% | +143.7% | -115.8% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling