+27.6%
APD vs COMP
-52.8%
+80.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.7% | -5.8% | +1.4% |
| 7D | +3.8% | +9.5% | -5.7% | +3.2% |
| 30D | +14.1% | +8.1% | +6.0% | +13.5% |
| 3M | +8.2% | -16.3% | +24.5% | +9.1% |
| 6M | +7.5% | +42.2% | -34.7% | +4.5% |
| YTD | +31.7% | -5.0% | +36.7% | +30.6% |
| 1Y | +35.1% | +20.1% | +15.0% | +31.7% |
| 3Y | +16.8% | +358.4% | -341.6% | +1.8% |
| 5Y | +19.4% | -21.9% | +41.3% | +8.1% |
| All | +27.6% | -52.8% | +80.4% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling