+6,091.7%
APD vs ES
+1,275.7%
+4,816.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.7% |
| 7D | -0.7% | +5.9% | -6.6% | -2.7% |
| 30D | +10.1% | +10.2% | -0.1% | +6.4% |
| 3M | +4.9% | +0.4% | +4.5% | +4.5% |
| 6M | +2.5% | +6.9% | -4.4% | -0.3% |
| YTD | +27.8% | +10.5% | +17.3% | +22.3% |
| 1Y | +32.9% | +3.2% | +29.7% | +29.5% |
| 3Y | +13.4% | +49.0% | -35.7% | -4.5% |
| 5Y | +12.8% | +4.5% | +8.4% | +7.0% |
| 10Y | +194.6% | +92.3% | +102.2% | +125.5% |
| All | +6,091.7% | +1,275.7% | +4,816.0% | +2,465.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling