+803.5%
APD vs EFV
+258.8%
+544.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -2.2% | +1.5% | -3.7% | -3.4% |
| 30D | +2.1% | +1.7% | +0.4% | +0.7% |
| 3M | +7.2% | +8.6% | -1.5% | +0.1% |
| 6M | +11.2% | +11.7% | -0.4% | +1.0% |
| YTD | +24.4% | +19.3% | +5.1% | +6.9% |
| 1Y | +6.7% | +30.2% | -23.5% | -14.5% |
| 3Y | +9.2% | +91.6% | -82.3% | -36.4% |
| 5Y | +27.4% | +96.4% | -69.0% | -27.6% |
| 10Y | +164.8% | +166.5% | -1.6% | +16.8% |
| All | +803.5% | +258.8% | +544.7% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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