+6,274.1%
APD vs DTE
+3,620.6%
+2,653.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +3.8% | +3.4% | +0.4% | +2.2% |
| 30D | +8.2% | +8.9% | -0.7% | +4.0% |
| 3M | +4.3% | +1.1% | +3.2% | +3.7% |
| 6M | +4.7% | +0.1% | +4.6% | +4.2% |
| YTD | +31.5% | +11.1% | +20.5% | +24.2% |
| 1Y | +23.5% | +4.9% | +18.6% | +19.8% |
| 3Y | +29.1% | +58.6% | -29.4% | +1.9% |
| 5Y | +15.9% | +47.3% | -31.4% | -6.1% |
| 10Y | +191.9% | +151.3% | +40.6% | +77.4% |
| All | +6,274.1% | +3,620.6% | +2,653.5% | +1,119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling