+2,723.1%
APD vs DAR
+1,762.6%
+960.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -2.2% | +1.4% | -3.6% | -2.3% |
| 30D | +2.1% | +12.8% | -10.7% | +1.2% |
| 3M | +7.2% | +7.4% | -0.2% | +6.5% |
| 6M | +11.2% | +22.3% | -11.0% | +9.5% |
| YTD | +24.4% | +81.1% | -56.7% | +19.1% |
| 1Y | +6.7% | +106.5% | -99.8% | +1.0% |
| 3Y | +9.2% | +5.3% | +3.9% | +7.4% |
| 5Y | +27.4% | -11.5% | +38.9% | +25.8% |
| 10Y | +164.8% | +353.3% | -188.5% | +134.7% |
| All | +2,723.1% | +1,762.6% | +960.5% | +2,318.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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