+23.9%
APD vs AS
+120.4%
-96.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.5% | -1.3% |
| 7D | -2.2% | -4.9% | +2.7% | -1.8% |
| 30D | +2.1% | -19.6% | +21.7% | +3.8% |
| 3M | +7.2% | -14.4% | +21.6% | +8.4% |
| 6M | +11.2% | -20.1% | +31.4% | +12.9% |
| YTD | +24.4% | -20.9% | +45.3% | +26.2% |
| 1Y | +6.7% | -21.9% | +28.5% | +8.3% |
| All | +23.9% | +120.4% | -96.5% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling