+11.5%
APD vs DG
+12.2%
-0.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.0% |
| 7D | -2.2% | +8.4% | -10.6% | -2.6% |
| 30D | +2.1% | +4.9% | -2.8% | +1.8% |
| 3M | +7.2% | +29.3% | -22.2% | +5.7% |
| 6M | +11.2% | -11.3% | +22.5% | +12.2% |
| YTD | +24.4% | +1.8% | +22.6% | +24.2% |
| 1Y | +6.7% | +25.3% | -18.7% | +5.4% |
| All | +11.5% | +12.2% | -0.8% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling