+203.5%
APD vs DOC
+19.9%
+183.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.8% |
| 7D | +3.8% | +8.7% | -4.9% | +0.9% |
| 30D | +14.1% | +7.6% | +6.5% | +11.2% |
| 3M | +8.2% | -5.3% | +13.5% | +9.9% |
| 6M | +7.5% | +27.6% | -20.1% | -2.6% |
| YTD | +31.7% | +32.4% | -0.7% | +17.0% |
| 1Y | +35.1% | +22.9% | +12.2% | +23.3% |
| 3Y | +16.8% | +43.1% | -26.3% | -0.9% |
| 5Y | +19.4% | -21.4% | +40.8% | +25.1% |
| 10Y | +203.5% | +16.8% | +186.7% | +173.3% |
| All | +203.5% | +19.9% | +183.6% | +173.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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