+24.5%
APD vs COMP
-49.2%
+73.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.6% | +1.7% |
| 7D | -1.6% | +14.5% | -16.1% | -2.4% |
| 30D | +10.6% | +14.9% | -4.3% | +9.6% |
| 3M | +2.5% | -14.2% | +16.7% | +3.2% |
| 6M | +6.0% | +23.7% | -17.8% | +4.1% |
| YTD | +28.4% | +2.1% | +26.4% | +26.8% |
| 1Y | +22.2% | +26.2% | -4.0% | +18.8% |
| 3Y | +26.6% | +470.9% | -444.3% | +8.7% |
| 5Y | +11.8% | -14.0% | +25.8% | +0.8% |
| All | +24.5% | -49.2% | +73.7% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling