+5,927.3%
APD vs EAT
+11,644.8%
-5,717.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +2.1% | +1.9% | +0.2% | +1.5% |
| 3M | +7.2% | +68.7% | -61.5% | -2.3% |
| 6M | +11.2% | +66.9% | -55.7% | +0.7% |
| YTD | +24.4% | +60.4% | -36.0% | +13.0% |
| 1Y | +6.7% | +44.0% | -37.3% | -1.8% |
| 3Y | +9.2% | +604.7% | -595.4% | -26.2% |
| 5Y | +27.4% | +347.0% | -319.7% | -10.6% |
| 10Y | +164.8% | +390.8% | -225.9% | +60.0% |
| All | +5,927.3% | +11,644.8% | -5,717.5% | +1,362.7% |
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