+2,202.9%
APD vs EL
+1,792.3%
+410.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.1% |
| 7D | -3.7% | +0.8% | -4.4% | -3.9% |
| 30D | +9.6% | +16.5% | -6.9% | +4.9% |
| 3M | +1.6% | +29.2% | -27.5% | -6.1% |
| 6M | +2.2% | +27.9% | -25.7% | -6.0% |
| YTD | +25.9% | +6.2% | +19.7% | +19.5% |
| 1Y | +20.1% | +27.2% | -7.0% | +7.9% |
| 3Y | +12.4% | +3.2% | +9.2% | -0.2% |
| 5Y | +11.1% | -66.0% | +77.1% | +36.1% |
| 10Y | +190.1% | +58.3% | +131.8% | +114.0% |
| All | +2,202.9% | +1,792.3% | +410.5% | +833.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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