+187.8%
APD vs DG
+128.5%
+59.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.1% | +1.7% |
| 7D | -1.6% | +0.7% | -2.2% | -1.7% |
| 30D | +10.6% | +7.4% | +3.2% | +9.1% |
| 3M | +2.5% | +8.5% | -6.0% | +0.7% |
| 6M | +6.0% | +21.9% | -15.9% | +1.5% |
| YTD | +28.4% | +4.9% | +23.5% | +26.0% |
| 1Y | +22.2% | +40.4% | -18.3% | +12.9% |
| 3Y | +26.6% | +23.5% | +3.1% | +14.9% |
| 5Y | +11.8% | -32.3% | +44.1% | +18.6% |
| 10Y | +187.8% | +119.3% | +68.5% | +124.3% |
| All | +187.8% | +128.5% | +59.3% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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