+12.4%
APD vs COMP
+353.8%
-341.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.7% | -12.2% | -2.0% |
| 7D | -3.7% | +13.4% | -17.1% | -4.2% |
| 30D | +9.6% | +11.1% | -1.5% | +9.0% |
| 3M | +1.6% | -18.8% | +20.5% | +2.4% |
| 6M | +2.2% | +10.5% | -8.3% | +1.2% |
| YTD | +25.9% | -3.4% | +29.3% | +25.1% |
| 1Y | +20.1% | +19.7% | +0.4% | +17.5% |
| 3Y | +12.4% | +381.6% | -369.2% | -1.1% |
| All | +12.4% | +353.8% | -341.4% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling