+10.0%
APD vs DG
-34.7%
+44.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.2% |
| 7D | -3.7% | +1.1% | -4.8% | -3.8% |
| 30D | +9.6% | +9.5% | +0.1% | +8.6% |
| 3M | +1.6% | +5.5% | -3.8% | +1.0% |
| 6M | +2.2% | +16.1% | -13.9% | +0.3% |
| YTD | +25.9% | +2.7% | +23.2% | +25.0% |
| 1Y | +20.1% | +42.1% | -21.9% | +15.0% |
| 3Y | +12.4% | +19.3% | -6.9% | +7.1% |
| All | +10.0% | -34.7% | +44.6% | +16.8% |
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