+2,513.8%
APD vs DRI
+7,978.2%
-5,464.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -3.7% | +2.8% | -6.5% | -4.3% |
| 30D | +9.6% | +13.3% | -3.6% | +6.2% |
| 3M | +1.6% | +8.2% | -6.5% | -0.6% |
| 6M | +2.2% | +17.5% | -15.4% | -2.5% |
| YTD | +25.9% | +26.9% | -1.0% | +17.4% |
| 1Y | +20.1% | +31.6% | -11.4% | +10.9% |
| 3Y | +12.4% | +67.0% | -54.6% | -3.5% |
| 5Y | +11.1% | +72.9% | -61.8% | -6.5% |
| 10Y | +190.1% | +371.3% | -181.2% | +74.3% |
| All | +2,513.8% | +7,978.2% | -5,464.3% | +753.4% |
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