+183.2%
APD vs DG
+119.6%
+63.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -0.2% | +5.2% | -5.4% | -1.2% |
| 30D | +11.0% | +7.9% | +3.1% | +9.4% |
| 3M | +1.3% | +12.7% | -11.4% | -1.1% |
| 6M | +6.4% | +22.4% | -16.1% | +1.8% |
| YTD | +28.9% | +5.4% | +23.5% | +26.4% |
| 1Y | +23.2% | +39.4% | -16.2% | +14.1% |
| 3Y | +26.3% | +24.1% | +2.2% | +14.7% |
| 5Y | +12.0% | -32.2% | +44.2% | +18.9% |
| 10Y | +183.2% | +111.8% | +71.4% | +123.1% |
| All | +183.2% | +119.6% | +63.6% | +123.1% |
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