+2,483.2%
APD vs DRI
+7,577.6%
-5,094.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | -2.2% | +0.6% | -2.8% | -2.4% |
| 30D | +2.1% | +3.8% | -1.8% | +1.0% |
| 3M | +7.2% | +13.0% | -5.8% | +3.6% |
| 6M | +11.2% | +8.3% | +2.9% | +8.4% |
| YTD | +24.4% | +20.6% | +3.8% | +17.7% |
| 1Y | +6.7% | +6.5% | +0.2% | +3.9% |
| 3Y | +9.2% | +53.7% | -44.5% | -4.2% |
| 5Y | +27.4% | +72.7% | -45.3% | +7.2% |
| 10Y | +164.8% | +363.2% | -198.3% | +59.9% |
| All | +2,483.2% | +7,577.6% | -5,094.4% | +755.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling