+187.8%
APD vs DRI
+370.8%
-183.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.7% |
| 7D | -1.6% | +3.1% | -4.7% | -2.3% |
| 30D | +10.6% | +16.2% | -5.6% | +6.6% |
| 3M | +2.5% | +8.4% | -5.8% | +0.3% |
| 6M | +6.0% | +19.0% | -13.0% | +1.0% |
| YTD | +28.4% | +28.8% | -0.4% | +19.6% |
| 1Y | +22.2% | +33.1% | -11.0% | +12.7% |
| 3Y | +26.6% | +70.8% | -44.2% | +8.5% |
| 5Y | +11.8% | +74.2% | -62.5% | -5.8% |
| 10Y | +187.8% | +345.5% | -157.7% | +104.8% |
| All | +187.8% | +370.8% | -183.0% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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