+6.2%
APD vs DTE
+48.5%
-42.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.5% |
| 7D | -2.5% | +0.9% | -3.4% | -2.8% |
| 30D | -1.9% | -1.9% | 0.0% | -1.3% |
| 3M | +8.2% | -3.3% | +11.6% | +9.3% |
| 6M | +10.7% | -7.1% | +17.9% | +13.5% |
| YTD | +22.9% | +8.1% | +14.8% | +17.4% |
| 1Y | +5.8% | +5.3% | +0.5% | +2.2% |
| All | +6.2% | +48.5% | -42.2% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling