+5,927.3%
APD vs ED
+2,217.3%
+3,710.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.4% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | +2.1% | -0.1% | +2.2% | +2.1% |
| 3M | +7.2% | +3.9% | +3.2% | +5.1% |
| 6M | +11.2% | -3.0% | +14.3% | +12.4% |
| YTD | +24.4% | +10.7% | +13.7% | +18.1% |
| 1Y | +6.7% | +13.3% | -6.7% | +0.1% |
| 3Y | +9.2% | +34.5% | -25.3% | -6.6% |
| 5Y | +27.4% | +67.1% | -39.8% | -2.3% |
| 10Y | +164.8% | +103.0% | +61.8% | +81.0% |
| All | +5,927.3% | +2,217.3% | +3,710.0% | +1,456.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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