+20.6%
APD vs COMP
-47.7%
+68.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -2.2% | +1.4% | -3.6% | -2.3% |
| 30D | +2.1% | -13.3% | +15.4% | +2.9% |
| 3M | +7.2% | +41.1% | -33.9% | +4.8% |
| 6M | +11.2% | +17.2% | -5.9% | +9.4% |
| YTD | +24.4% | +5.2% | +19.2% | +22.8% |
| 1Y | +6.7% | +18.9% | -12.3% | +4.1% |
| 3Y | +9.2% | +215.9% | -206.7% | -2.5% |
| 5Y | +27.4% | -31.2% | +58.5% | +14.0% |
| All | +20.6% | -47.7% | +68.2% | +9.6% |
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