+12.8%
APD vs COMP
-28.0%
+40.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.2% | +5.2% | -2.4% |
| 7D | -0.7% | -1.8% | +1.1% | -0.6% |
| 30D | +10.1% | -0.8% | +10.9% | +10.1% |
| 3M | +4.9% | -28.1% | +33.0% | +6.8% |
| 6M | +2.5% | +27.0% | -24.5% | +0.1% |
| YTD | +27.8% | -12.8% | +40.6% | +27.3% |
| 1Y | +32.9% | +4.9% | +28.0% | +30.5% |
| 3Y | +13.4% | +321.0% | -307.6% | -1.9% |
| 5Y | +12.8% | -25.6% | +38.4% | +9.2% |
| All | +12.8% | -28.0% | +40.8% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling