+183.2%
APD vs EAT
+328.6%
-145.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.9% |
| 7D | -0.2% | -5.9% | +5.7% | +0.5% |
| 30D | +11.0% | +0.7% | +10.4% | +10.7% |
| 3M | +1.3% | -14.2% | +15.6% | +2.7% |
| 6M | +6.4% | +40.7% | -34.4% | +1.3% |
| YTD | +28.9% | +36.0% | -7.1% | +22.5% |
| 1Y | +23.2% | +83.1% | -59.8% | +12.5% |
| 3Y | +26.3% | +474.8% | -448.5% | -2.5% |
| 5Y | +12.0% | +347.6% | -335.6% | -13.4% |
| 10Y | +183.2% | +321.5% | -138.4% | +106.8% |
| All | +183.2% | +328.6% | -145.4% | +106.8% |
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