+25.3%
APD vs DTE
+31.9%
-6.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.5% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -4.2% | -0.5% | -3.7% | -4.0% |
| 3M | +5.0% | -6.0% | +11.0% | +7.6% |
| 6M | +8.9% | -7.2% | +16.2% | +12.0% |
| YTD | +21.9% | +7.2% | +14.7% | +16.8% |
| 1Y | +5.6% | +4.1% | +1.5% | +2.5% |
| 3Y | +6.9% | +46.9% | -40.0% | -13.3% |
| 5Y | +25.3% | +32.9% | -7.6% | +6.6% |
| All | +25.3% | +31.9% | -6.6% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling