+5,927.3%
APD vs DTE
+3,490.8%
+2,436.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.6% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | +2.1% | -2.6% | +4.7% | +3.3% |
| 3M | +7.2% | -3.9% | +11.1% | +8.9% |
| 6M | +11.2% | -7.9% | +19.2% | +15.1% |
| YTD | +24.4% | +7.2% | +17.2% | +19.5% |
| 1Y | +6.7% | +3.1% | +3.6% | +4.3% |
| 3Y | +9.2% | +47.6% | -38.3% | -10.8% |
| 5Y | +27.4% | +32.7% | -5.4% | +8.4% |
| 10Y | +164.8% | +138.8% | +26.1% | +64.6% |
| All | +5,927.3% | +3,490.8% | +2,436.5% | +1,073.2% |
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