+163.7%
APD vs EAT
+373.3%
-209.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.8% |
| 7D | -2.5% | -4.9% | +2.4% | -1.9% |
| 30D | -1.9% | -1.2% | -0.7% | -1.9% |
| 3M | +8.2% | +52.2% | -44.0% | +2.6% |
| 6M | +10.7% | +65.0% | -54.3% | +3.3% |
| YTD | +22.9% | +55.0% | -32.1% | +15.3% |
| 1Y | +5.8% | +42.1% | -36.3% | -0.1% |
| 3Y | +7.8% | +614.7% | -606.9% | -18.9% |
| 5Y | +26.1% | +322.7% | -296.6% | -1.8% |
| 10Y | +163.7% | +382.0% | -218.3% | +97.3% |
| All | +163.7% | +373.3% | -209.6% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling