+20.1%
APD vs DRI
+30.3%
-10.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -3.7% | +2.8% | -6.5% | -4.0% |
| 30D | +9.6% | +13.3% | -3.6% | +8.1% |
| 3M | +1.6% | +8.2% | -6.5% | +0.5% |
| 6M | +2.2% | +17.5% | -15.4% | -0.1% |
| YTD | +25.9% | +26.9% | -1.0% | +18.4% |
| 1Y | +20.1% | +31.6% | -11.4% | +11.8% |
| All | +20.1% | +30.3% | -10.1% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling