+183.2%
APD vs DD
+100.9%
+82.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | -0.2% | +2.2% | -2.5% | -1.2% |
| 30D | +11.0% | +20.7% | -9.7% | +2.1% |
| 3M | +1.3% | +11.3% | -10.0% | -3.6% |
| 6M | +6.4% | +6.0% | +0.4% | +2.9% |
| YTD | +28.9% | +31.7% | -2.8% | +12.2% |
| 1Y | +23.2% | +32.2% | -9.0% | +7.0% |
| 3Y | +26.3% | +92.7% | -66.3% | -10.3% |
| 5Y | +12.0% | +72.1% | -60.1% | -18.0% |
| 10Y | +183.2% | +99.7% | +83.5% | +71.7% |
| All | +183.2% | +100.9% | +82.2% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling