+187.8%
APD vs DD
+105.4%
+82.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.9% | -3.8% | -0.4% |
| 7D | -1.6% | +9.8% | -11.4% | -5.7% |
| 30D | +10.6% | +19.3% | -8.7% | +2.2% |
| 3M | +2.5% | +9.4% | -6.9% | -1.8% |
| 6M | +6.0% | +4.8% | +1.2% | +3.0% |
| YTD | +28.4% | +30.2% | -1.8% | +12.3% |
| 1Y | +22.2% | +32.2% | -10.1% | +6.0% |
| 3Y | +26.6% | +93.1% | -66.5% | -10.3% |
| 5Y | +11.8% | +68.0% | -56.2% | -17.4% |
| 10Y | +187.8% | +98.5% | +89.3% | +74.7% |
| All | +187.8% | +105.4% | +82.4% | +74.7% |
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