+192.8%
APD vs ES
+96.6%
+96.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | 0.0% |
| 7D | +2.2% | -1.1% | +3.2% | +2.6% |
| 30D | +9.4% | +8.2% | +1.2% | +5.9% |
| 3M | +4.7% | +0.6% | +4.1% | +4.2% |
| 6M | +5.5% | +6.0% | -0.5% | +2.4% |
| YTD | +31.4% | +9.3% | +22.1% | +25.1% |
| 1Y | +24.1% | +1.1% | +23.0% | +21.4% |
| 3Y | +28.8% | +51.9% | -23.1% | +1.7% |
| 5Y | +15.8% | +6.5% | +9.3% | +7.2% |
| All | +192.8% | +96.6% | +96.2% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling