+25.3%
APD vs EAT
+310.8%
-285.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.5% |
| 7D | -4.6% | -6.8% | +2.2% | -3.8% |
| 30D | -4.2% | -5.4% | +1.2% | -3.8% |
| 3M | +5.0% | +42.8% | -37.8% | +0.4% |
| 6M | +8.9% | +56.5% | -47.6% | +2.4% |
| YTD | +21.9% | +50.0% | -28.1% | +14.9% |
| 1Y | +5.6% | +38.3% | -32.7% | +0.2% |
| 3Y | +6.9% | +591.6% | -584.8% | -21.6% |
| 5Y | +25.3% | +312.6% | -287.3% | -6.6% |
| All | +25.3% | +310.8% | -285.5% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling