+28.6%
APD vs DRI
+68.4%
-39.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.2% | -0.7% | -0.4% | -1.0% |
| 30D | +11.0% | +14.7% | -3.7% | +8.2% |
| 3M | +2.6% | +5.4% | -2.9% | +1.3% |
| 6M | +4.8% | +18.8% | -14.0% | +0.9% |
| YTD | +31.0% | +28.4% | +2.6% | +23.3% |
| 1Y | +23.4% | +37.7% | -14.3% | +14.2% |
| All | +28.6% | +68.4% | -39.8% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling