+35.1%
APD vs DTE
+5.6%
+29.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.6% | +1.4% |
| 7D | +3.8% | +4.2% | -0.4% | +3.0% |
| 30D | +14.1% | +10.0% | +4.1% | +12.4% |
| 3M | +8.2% | -2.1% | +10.3% | +8.2% |
| 6M | +7.5% | -4.7% | +12.2% | +7.8% |
| YTD | +31.7% | +9.3% | +22.3% | +25.5% |
| 1Y | +35.1% | +6.6% | +28.5% | +29.5% |
| All | +35.1% | +5.6% | +29.5% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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