+163.7%
APD vs EXEL
+380.2%
-216.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.9% |
| 7D | -2.5% | +1.4% | -3.9% | -2.7% |
| 30D | -1.9% | +6.7% | -8.5% | -2.7% |
| 3M | +8.2% | +11.5% | -3.2% | +6.6% |
| 6M | +10.7% | +38.8% | -28.0% | +6.0% |
| YTD | +22.9% | +31.6% | -8.7% | +18.2% |
| 1Y | +5.8% | +53.0% | -47.2% | -0.3% |
| 3Y | +7.8% | +160.8% | -153.1% | -6.4% |
| 5Y | +26.1% | +190.1% | -164.0% | +6.8% |
| 10Y | +163.7% | +367.0% | -203.2% | +110.9% |
| All | +163.7% | +380.2% | -216.5% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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