+27.9%
APD vs DG
-35.0%
+62.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | -2.2% | +8.4% | -10.6% | -3.0% |
| 30D | +2.1% | +4.9% | -2.8% | +1.6% |
| 3M | +7.2% | +29.3% | -22.2% | +4.3% |
| 6M | +11.2% | -11.3% | +22.5% | +12.6% |
| YTD | +24.4% | +1.8% | +22.6% | +23.7% |
| 1Y | +6.7% | +25.3% | -18.7% | +3.6% |
| 3Y | +9.2% | +9.1% | +0.2% | +6.0% |
| All | +27.9% | -35.0% | +62.9% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling