+192.8%
APD vs EAT
+319.3%
-126.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +2.2% | -7.1% | +9.2% | +3.0% |
| 30D | +9.4% | -2.3% | +11.8% | +9.5% |
| 3M | +4.7% | -19.6% | +24.3% | +7.0% |
| 6M | +5.5% | +46.0% | -40.5% | 0.0% |
| YTD | +31.4% | +37.7% | -6.3% | +24.6% |
| 1Y | +24.1% | +73.8% | -49.7% | +14.1% |
| 3Y | +28.8% | +482.1% | -453.3% | -0.8% |
| 5Y | +15.8% | +362.5% | -346.7% | -10.9% |
| All | +192.8% | +319.3% | -126.5% | +118.1% |
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