+14.1%
APD vs ES
+50.7%
-36.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.4% |
| 7D | -0.7% | +5.9% | -6.6% | -2.0% |
| 30D | +10.1% | +10.2% | -0.1% | +7.7% |
| 3M | +4.9% | +0.4% | +4.5% | +4.7% |
| 6M | +2.5% | +6.9% | -4.4% | +0.6% |
| YTD | +27.8% | +10.5% | +17.3% | +23.8% |
| 1Y | +32.9% | +3.2% | +29.7% | +30.6% |
| All | +14.1% | +50.7% | -36.6% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling