+20.1%
APD vs AS
+0.9%
+19.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -3.7% | +6.9% | -10.6% | -3.5% |
| 30D | +9.6% | +16.0% | -6.4% | +10.1% |
| 3M | +1.6% | -12.8% | +14.5% | +0.9% |
| 6M | +2.2% | -15.4% | +17.6% | +1.0% |
| YTD | +25.9% | -15.7% | +41.6% | +24.5% |
| 1Y | +20.1% | +6.1% | +14.1% | +21.9% |
| All | +20.1% | +0.9% | +19.2% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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