+2,175.9%
APD vs EL
+1,685.7%
+490.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.8% |
| 7D | -2.2% | +0.8% | -3.0% | -2.5% |
| 30D | +2.1% | +19.8% | -17.7% | -3.5% |
| 3M | +7.2% | +25.7% | -18.5% | -0.2% |
| 6M | +11.2% | +5.4% | +5.8% | +7.3% |
| YTD | +24.4% | +0.2% | +24.2% | +20.4% |
| 1Y | +6.7% | +20.4% | -13.8% | -3.0% |
| 3Y | +9.2% | -32.1% | +41.4% | +9.8% |
| 5Y | +27.4% | -67.2% | +94.5% | +57.5% |
| 10Y | +164.8% | +31.7% | +133.1% | +106.5% |
| All | +2,175.9% | +1,685.7% | +490.2% | +840.3% |
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