+24.3%
APD vs DGX
+59.5%
-35.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -3.5% | -3.5% | 0.0% | -2.3% |
| 30D | -5.1% | -2.7% | -2.4% | -4.2% |
| 3M | +6.9% | +13.9% | -7.0% | +1.9% |
| 6M | +8.1% | +16.0% | -8.0% | +2.1% |
| YTD | +21.2% | +34.9% | -13.7% | +7.9% |
| 1Y | +4.9% | +30.6% | -25.7% | -5.8% |
| 3Y | +6.3% | +93.0% | -86.7% | -19.8% |
| 5Y | +24.3% | +64.4% | -40.1% | -3.8% |
| All | +24.3% | +59.5% | -35.2% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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