+5,998.7%
APD vs ED
+2,460.7%
+3,538.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.4% |
| 7D | -3.7% | +1.6% | -5.3% | -4.4% |
| 30D | +9.6% | +13.3% | -3.7% | +3.6% |
| 3M | +1.6% | +9.7% | -8.1% | -2.7% |
| 6M | +2.2% | +12.8% | -10.6% | -3.6% |
| YTD | +25.9% | +22.3% | +3.6% | +14.2% |
| 1Y | +20.1% | +26.3% | -6.2% | +7.4% |
| 3Y | +12.4% | +45.0% | -32.6% | -7.0% |
| 5Y | +11.1% | +80.2% | -69.1% | -17.5% |
| 10Y | +190.1% | +129.9% | +60.3% | +87.6% |
| All | +5,998.7% | +2,460.7% | +3,538.0% | +1,404.4% |
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