+17.6%
APD vs DOC
+43.5%
-25.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.2% |
| 7D | +3.8% | +8.7% | -4.9% | +1.9% |
| 30D | +14.1% | +7.6% | +6.5% | +12.2% |
| 3M | +8.2% | -5.3% | +13.5% | +9.3% |
| 6M | +7.5% | +27.6% | -20.1% | +0.3% |
| YTD | +31.7% | +32.4% | -0.7% | +20.5% |
| 1Y | +35.1% | +22.9% | +12.2% | +26.7% |
| All | +17.6% | +43.5% | -25.9% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling