+169.1%
APD vs DD
+64.9%
+104.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.3% |
| 7D | -4.6% | -3.8% | -0.8% | -3.0% |
| 30D | -4.2% | -9.2% | +5.0% | -0.2% |
| 3M | +5.0% | -9.0% | +14.0% | +9.0% |
| 6M | +8.9% | -5.0% | +13.9% | +10.2% |
| YTD | +21.9% | +7.4% | +14.5% | +16.2% |
| 1Y | +5.6% | +35.1% | -29.6% | -9.8% |
| 3Y | +6.9% | +43.2% | -36.3% | -13.4% |
| 5Y | +25.3% | +59.6% | -34.3% | -5.7% |
| 10Y | +169.1% | +66.5% | +102.5% | +71.7% |
| All | +169.1% | +64.9% | +104.1% | +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