+5,998.7%
APD vs EAT
+10,438.3%
-4,439.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.0% |
| 7D | -3.7% | -2.6% | -1.0% | -3.2% |
| 30D | +9.6% | +11.5% | -1.9% | +7.4% |
| 3M | +1.6% | -9.1% | +10.7% | +2.6% |
| 6M | +2.2% | +40.4% | -38.2% | -4.6% |
| YTD | +25.9% | +43.9% | -18.1% | +16.0% |
| 1Y | +20.1% | +101.9% | -81.8% | +4.1% |
| 3Y | +12.4% | +489.9% | -477.5% | -21.8% |
| 5Y | +11.1% | +362.6% | -351.5% | -22.6% |
| 10Y | +190.1% | +385.7% | -195.5% | +74.4% |
| All | +5,998.7% | +10,438.3% | -4,439.5% | +1,401.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling