+323.3%
APD vs AR
-32.8%
+356.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.7% |
| 7D | -0.7% | -11.7% | +11.0% | +0.4% |
| 30D | +10.1% | +1.8% | +8.3% | +9.9% |
| 3M | +4.9% | +6.0% | -1.1% | +4.2% |
| 6M | +2.5% | -7.0% | +9.5% | +2.9% |
| YTD | +27.8% | +5.6% | +22.2% | +26.5% |
| 1Y | +32.9% | +10.8% | +22.1% | +30.8% |
| 3Y | +13.4% | +19.3% | -5.9% | +9.4% |
| 5Y | +12.8% | +73.3% | -60.5% | +3.5% |
| 10Y | +194.6% | +47.6% | +147.0% | +153.7% |
| All | +323.3% | -32.8% | +356.1% | +299.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling