+5,927.3%
APD vs DD
+961.9%
+4,965.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.1% |
| 7D | -2.2% | -3.5% | +1.3% | -0.6% |
| 30D | +2.1% | -10.3% | +12.4% | +7.3% |
| 3M | +7.2% | -7.5% | +14.7% | +10.8% |
| 6M | +11.2% | -8.0% | +19.3% | +14.3% |
| YTD | +24.4% | +10.5% | +13.9% | +16.7% |
| 1Y | +6.7% | +38.3% | -31.6% | -10.6% |
| 3Y | +9.2% | +42.5% | -33.2% | -12.1% |
| 5Y | +27.4% | +60.2% | -32.8% | -5.3% |
| 10Y | +164.8% | +68.9% | +96.0% | +77.3% |
| All | +5,927.3% | +961.9% | +4,965.4% | +1,214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling