+15.2%
APD vs DTE
+45.9%
-30.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -1.2% | +1.6% | -2.7% | -1.8% |
| 30D | +11.0% | +9.1% | +1.9% | +6.9% |
| 3M | +2.6% | +2.4% | +0.1% | +1.4% |
| 6M | +4.8% | -0.2% | +5.1% | +4.5% |
| YTD | +31.0% | +11.0% | +20.0% | +23.4% |
| 1Y | +23.4% | +3.4% | +20.0% | +20.3% |
| 3Y | +28.4% | +57.1% | -28.7% | +0.6% |
| 5Y | +15.2% | +46.6% | -31.4% | -6.1% |
| All | +15.2% | +45.9% | -30.7% | -6.1% |
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